+196.2%
ON vs TTWO
+3,040.7%
-2,844.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.2% |
| 7D | -2.2% | -1.6% | -0.6% | -1.7% |
| 30D | -12.4% | -13.5% | +1.0% | -8.6% |
| 3M | -41.2% | +0.3% | -41.6% | -41.6% |
| 6M | +25.0% | +0.8% | +24.1% | +23.1% |
| YTD | +31.3% | -16.7% | +48.0% | +36.4% |
| 1Y | +45.4% | -14.3% | +59.7% | +49.6% |
| 3Y | -27.4% | +49.4% | -76.8% | -37.9% |
| 5Y | +58.5% | +33.8% | +24.7% | +38.3% |
| 10Y | +561.8% | +392.8% | +169.0% | +283.1% |
| All | +196.2% | +3,040.7% | -2,844.5% | -26.3% |
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 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