-10.0%
PLTR vs TTWO
-18.4%
+8.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -5.5% |
| 7D | -12.8% | +7.0% | -19.7% | -15.7% |
| 30D | -9.3% | +2.7% | -12.0% | -10.6% |
| 3M | +5.6% | -13.0% | +18.6% | +13.1% |
| 6M | +17.6% | -7.2% | +24.8% | +19.6% |
| YTD | -3.4% | -18.4% | +15.0% | +1.3% |
| 1Y | -10.0% | -17.2% | +7.3% | -6.7% |
| All | -10.0% | -18.4% | +8.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling