+649.9%
NVDL vs TTWO
+50.8%
+599.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | -10.3% | +0.4% | -10.7% | -10.6% |
| 30D | -7.1% | -11.3% | +4.2% | +0.4% |
| 3M | +6.6% | +1.6% | +5.0% | +0.4% |
| 6M | +21.1% | +2.1% | +19.0% | +13.7% |
| YTD | +15.2% | -15.8% | +31.1% | +26.6% |
| 1Y | +18.8% | -12.6% | +31.4% | +25.0% |
| 3Y | +649.9% | +48.2% | +601.7% | +369.0% |
| All | +649.9% | +50.8% | +599.1% | +369.0% |
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