+597.0%
SE vs TTWO
+103.2%
+493.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +0.6% | -1.6% | +2.2% | +1.5% |
| 30D | -0.1% | -13.5% | +13.4% | +8.0% |
| 3M | +34.1% | +0.3% | +33.8% | +32.8% |
| 6M | +23.2% | +0.8% | +22.4% | +20.8% |
| YTD | -11.2% | -16.7% | +5.5% | -3.5% |
| 1Y | -40.5% | -14.3% | -26.3% | -36.9% |
| 3Y | +196.3% | +49.4% | +146.9% | +121.0% |
| 5Y | -67.0% | +33.8% | -100.8% | -74.4% |
| All | +597.0% | +103.2% | +493.8% | +363.5% |
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