+112.5%
NET vs TTWO
+33.6%
+78.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.2% |
| 7D | -7.0% | -8.8% | +1.8% | -0.5% |
| 30D | -4.8% | -8.6% | +3.8% | +1.4% |
| 3M | +3.8% | -0.9% | +4.7% | +2.3% |
| 6M | +50.0% | -0.5% | +50.5% | +46.9% |
| YTD | +41.5% | -16.1% | +57.6% | +58.3% |
| 1Y | +32.8% | -10.8% | +43.6% | +39.5% |
| 3Y | +335.9% | +51.4% | +284.5% | +178.1% |
| All | +112.5% | +33.6% | +78.9% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling