-45.9%
SE vs TTWO
-12.4%
-33.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.1% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -17.1% | -11.3% | -5.7% | -13.9% |
| 3M | +24.0% | +1.6% | +22.4% | +22.7% |
| 6M | +21.0% | +2.1% | +18.9% | +18.3% |
| YTD | -16.7% | -15.8% | -0.9% | -13.6% |
| 1Y | -45.9% | -12.6% | -33.3% | -43.6% |
| All | -45.9% | -12.4% | -33.5% | -43.6% |
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