+31.3%
NFLX vs TTWO
+39.3%
-8.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -1.1% | +0.4% | -1.4% | -1.3% |
| 30D | +4.3% | -11.3% | +15.6% | +9.6% |
| 3M | -4.8% | +1.6% | -6.4% | -6.4% |
| 6M | -18.4% | +2.1% | -20.5% | -20.5% |
| YTD | -17.4% | -15.8% | -1.6% | -12.4% |
| 1Y | -35.7% | -12.6% | -23.1% | -33.2% |
| 3Y | +73.8% | +48.2% | +25.6% | +34.2% |
| All | +31.3% | +39.3% | -8.0% | -3.6% |
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 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