+889.8%
NVDA vs TTWO
+39.3%
+850.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.4% |
| 30D | -2.5% | -11.3% | +8.8% | +3.1% |
| 3M | +6.7% | +1.6% | +5.1% | +3.7% |
| 6M | +17.6% | +2.1% | +15.5% | +13.6% |
| YTD | +17.3% | -15.8% | +33.2% | +25.0% |
| 1Y | +23.5% | -12.6% | +36.1% | +28.0% |
| 3Y | +384.6% | +48.2% | +336.4% | +258.1% |
| All | +889.8% | +39.3% | +850.4% | +611.5% |
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 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