+46.5%
PYPL vs TTWO
+682.4%
-635.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | +1.7% | -1.6% | +3.3% | +2.4% |
| 30D | -9.7% | -13.5% | +3.7% | -4.1% |
| 3M | +29.2% | +0.3% | +28.9% | +28.0% |
| 6M | +13.9% | +0.8% | +13.0% | +12.3% |
| YTD | -8.1% | -16.7% | +8.6% | -1.6% |
| 1Y | -21.4% | -14.3% | -7.1% | -17.1% |
| 3Y | -11.8% | +49.4% | -61.2% | -28.9% |
| 5Y | -81.1% | +33.8% | -114.9% | -84.7% |
| 10Y | +36.9% | +392.8% | -355.9% | -36.4% |
| All | +46.5% | +682.4% | -635.9% | -51.1% |
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