+536.0%
NOK vs TTWO
+5,817.5%
-5,281.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | +8.7% | +1.3% | +7.4% | +8.4% |
| 30D | +12.5% | -13.4% | +25.9% | +15.5% |
| 3M | -20.7% | +3.1% | -23.8% | -21.7% |
| 6M | +36.2% | +3.8% | +32.4% | +33.9% |
| YTD | +64.1% | -15.3% | +79.4% | +67.6% |
| 1Y | +132.4% | -11.1% | +143.5% | +134.6% |
| 3Y | +182.9% | +52.0% | +130.9% | +153.5% |
| 5Y | +102.8% | +40.9% | +61.9% | +80.4% |
| 10Y | +126.8% | +407.6% | -280.8% | +48.5% |
| All | +536.0% | +5,817.5% | -5,281.4% | +119.1% |
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