+553.4%
SE vs TTWO
+105.2%
+448.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.0% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -17.1% | -11.3% | -5.7% | -11.5% |
| 3M | +24.0% | +1.6% | +22.4% | +21.8% |
| 6M | +21.0% | +2.1% | +18.9% | +17.8% |
| YTD | -16.7% | -15.8% | -0.9% | -10.1% |
| 1Y | -45.9% | -12.6% | -33.3% | -43.3% |
| 3Y | +177.8% | +48.2% | +129.6% | +108.3% |
| 5Y | -67.4% | +40.0% | -107.3% | -75.3% |
| All | +553.4% | +105.2% | +448.1% | +331.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling