+531.1%
PLTR vs TTWO
+41.7%
+489.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -4.1% |
| 7D | -9.1% | +1.3% | -10.5% | -10.0% |
| 30D | -5.2% | -13.4% | +8.2% | +4.2% |
| 3M | +27.4% | +3.1% | +24.3% | +22.6% |
| 6M | +9.7% | +3.8% | +6.0% | +5.1% |
| YTD | -6.7% | -15.3% | +8.6% | +3.0% |
| 1Y | -0.5% | -11.1% | +10.6% | +5.3% |
| 3Y | +996.2% | +52.0% | +944.3% | +644.0% |
| 5Y | +531.1% | +40.9% | +490.2% | +333.7% |
| All | +531.1% | +41.7% | +489.4% | +333.7% |
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 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