+1,040.6%
NBIS vs TTWO
+40.5%
+1,000.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.8% | -7.8% | -6.9% |
| 7D | +8.3% | +1.3% | +7.0% | +7.2% |
| 30D | +18.1% | -13.4% | +31.4% | +29.3% |
| 3M | +7.8% | +3.1% | +4.7% | +2.0% |
| 6M | +136.6% | +3.8% | +132.8% | +124.4% |
| YTD | +172.5% | -15.3% | +187.8% | +196.8% |
| 1Y | +144.3% | -11.1% | +155.4% | +155.3% |
| All | +1,040.6% | +40.5% | +1,000.1% | +797.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling