-66.9%
SE vs TTWO
+41.7%
-108.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.6% |
| 7D | -4.8% | +1.3% | -6.1% | -5.6% |
| 30D | -18.1% | -13.4% | -4.7% | -10.8% |
| 3M | +30.6% | +3.1% | +27.5% | +26.8% |
| 6M | +20.8% | +3.8% | +17.0% | +15.7% |
| YTD | -15.6% | -15.3% | -0.3% | -8.4% |
| 1Y | -44.2% | -11.1% | -33.1% | -41.8% |
| 3Y | +181.5% | +52.0% | +129.6% | +93.1% |
| 5Y | -66.9% | +40.9% | -107.9% | -77.1% |
| All | -66.9% | +41.7% | -108.6% | -77.1% |
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 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