-28.3%
ON vs TTWO
+51.8%
-80.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.9% |
| 7D | -4.7% | +1.3% | -6.0% | -5.1% |
| 30D | -13.5% | -13.4% | -0.1% | -10.1% |
| 3M | -36.3% | +3.1% | -39.4% | -37.4% |
| 6M | +17.8% | +3.8% | +14.0% | +13.9% |
| YTD | +29.6% | -15.3% | +44.8% | +35.9% |
| 1Y | +45.8% | -11.1% | +56.9% | +49.2% |
| All | -28.3% | +51.8% | -80.1% | -46.3% |
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