+1,381.0%
NET vs TTWO
+65.1%
+1,315.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -7.5% |
| 7D | -16.4% | +7.0% | -23.3% | -20.4% |
| 30D | -25.8% | +2.7% | -28.5% | -27.7% |
| 3M | -11.5% | -13.0% | +1.5% | -3.7% |
| 6M | +18.9% | -7.2% | +26.1% | +22.0% |
| YTD | +35.2% | -18.4% | +53.6% | +51.6% |
| 1Y | +14.5% | -17.2% | +31.7% | +26.0% |
| 3Y | +313.8% | +50.4% | +263.4% | +182.8% |
| 5Y | +32.6% | +8.3% | +24.3% | +11.4% |
| All | +1,381.0% | +65.1% | +1,315.9% | +882.0% |
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