+181.6%
SE vs TTWO
+51.8%
+129.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.0% |
| 7D | -4.8% | +1.3% | -6.1% | -5.3% |
| 30D | -18.1% | -13.4% | -4.7% | -13.4% |
| 3M | +30.6% | +3.1% | +27.5% | +28.3% |
| 6M | +20.8% | +3.8% | +17.0% | +17.6% |
| YTD | -15.6% | -15.3% | -0.3% | -10.7% |
| 1Y | -44.2% | -11.1% | -33.1% | -42.4% |
| All | +181.6% | +51.8% | +129.8% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling