+98.1%
NU vs TTWO
+50.8%
+47.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -4.9% | +0.4% | -5.2% | -5.0% |
| 30D | +7.8% | -11.3% | +19.1% | +12.8% |
| 3M | +20.9% | +1.6% | +19.3% | +18.7% |
| 6M | +0.9% | +2.1% | -1.2% | -1.6% |
| YTD | -12.7% | -15.8% | +3.2% | -7.3% |
| 1Y | -6.4% | -12.6% | +6.2% | -2.7% |
| 3Y | +98.1% | +48.2% | +49.9% | +65.5% |
| All | +98.1% | +50.8% | +47.3% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling