+452.6%
NEM vs TTWO
+5,658.7%
-5,206.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +3.1% | -2.3% | +5.4% | +3.2% |
| 30D | +10.0% | -16.7% | +26.7% | +11.4% |
| 3M | +30.9% | -0.4% | +31.3% | +30.8% |
| 6M | +10.5% | -1.6% | +12.2% | +10.5% |
| YTD | +29.7% | -17.5% | +47.3% | +31.3% |
| 1Y | +71.1% | -14.8% | +85.9% | +72.7% |
| 3Y | +252.1% | +47.9% | +204.2% | +241.7% |
| 5Y | +157.7% | +34.5% | +123.3% | +149.5% |
| 10Y | +319.4% | +394.0% | -74.7% | +271.1% |
| All | +452.6% | +5,658.7% | -5,206.1% | +327.8% |
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