-39.3%
NFLX vs TTWO
-18.4%
-20.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.5% | +2.8% |
| 7D | +7.1% | +7.0% | +0.1% | +5.2% |
| 30D | -1.6% | +2.7% | -4.3% | -2.5% |
| 3M | -9.8% | -13.0% | +3.3% | -7.3% |
| 6M | -27.1% | -7.2% | -19.8% | -26.2% |
| YTD | -29.2% | -18.4% | -10.8% | -27.3% |
| 1Y | -39.3% | -17.2% | -22.0% | -37.7% |
| All | -39.3% | -18.4% | -20.8% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling