+1,479.4%
NET vs TTWO
+68.5%
+1,410.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | -0.4% | -1.6% | +1.1% | +0.6% |
| 30D | -5.3% | -13.5% | +8.2% | +4.3% |
| 3M | +14.7% | +0.3% | +14.4% | +12.2% |
| 6M | +45.7% | +0.8% | +44.8% | +41.9% |
| YTD | +44.2% | -16.7% | +60.9% | +60.7% |
| 1Y | +30.5% | -14.3% | +44.7% | +41.0% |
| 3Y | +353.6% | +49.4% | +304.2% | +215.8% |
| 5Y | +121.8% | +33.8% | +88.0% | +65.9% |
| All | +1,479.4% | +68.5% | +1,410.9% | +940.6% |
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