+138.6%
NOK vs TTWO
+406.5%
-268.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.9% |
| 7D | +11.0% | +0.4% | +10.6% | +10.9% |
| 30D | +7.8% | -11.3% | +19.2% | +10.1% |
| 3M | -21.0% | +1.6% | -22.6% | -21.7% |
| 6M | +40.9% | +2.1% | +38.8% | +38.9% |
| YTD | +72.0% | -15.8% | +87.9% | +75.7% |
| 1Y | +140.9% | -12.6% | +153.5% | +143.7% |
| 3Y | +194.3% | +48.2% | +146.0% | +164.0% |
| 5Y | +112.5% | +40.0% | +72.6% | +87.4% |
| All | +138.6% | +406.5% | -268.0% | +53.4% |
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