+2,993.7%
SHOP vs TTWO
+406.5%
+2,587.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -14.4% | -11.3% | -3.0% | -7.3% |
| 3M | +16.6% | +1.6% | +15.0% | +13.7% |
| 6M | -0.6% | +2.1% | -2.6% | -3.3% |
| YTD | -20.0% | -15.8% | -4.1% | -10.8% |
| 1Y | -11.2% | -12.6% | +1.4% | -4.0% |
| 3Y | +99.5% | +48.2% | +51.3% | +47.8% |
| 5Y | -13.2% | +40.0% | -53.2% | -33.9% |
| All | +2,993.7% | +406.5% | +2,587.2% | +1,380.1% |
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 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