+302.3%
NEM vs TTWO
+406.5%
-104.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | +7.8% | -11.3% | +19.2% | +9.6% |
| 3M | +30.2% | +1.6% | +28.6% | +29.6% |
| 6M | +9.6% | +2.1% | +7.5% | +8.8% |
| YTD | +27.8% | -15.8% | +43.7% | +30.3% |
| 1Y | +60.7% | -12.6% | +73.3% | +62.9% |
| 3Y | +245.3% | +48.2% | +197.1% | +226.2% |
| 5Y | +155.3% | +40.0% | +115.4% | +138.6% |
| All | +302.3% | +406.5% | -104.2% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling