+63,447.4%
NFLX vs TTWO
+1,172.0%
+62,275.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -8.1% | -2.3% | -5.8% | -7.5% |
| 30D | -0.3% | -16.7% | +16.4% | +4.7% |
| 3M | -6.6% | -0.4% | -6.2% | -6.9% |
| 6M | -22.7% | -1.6% | -21.0% | -22.9% |
| YTD | -18.9% | -17.5% | -1.4% | -15.4% |
| 1Y | -39.8% | -14.8% | -25.0% | -37.8% |
| 3Y | +71.7% | +47.9% | +23.8% | +50.6% |
| 5Y | +27.2% | +34.5% | -7.2% | +13.5% |
| 10Y | +687.9% | +394.0% | +293.9% | +420.8% |
| All | +63,447.4% | +1,172.0% | +62,275.4% | +27,835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling