+96.1%
SHOP vs TTWO
+51.8%
+44.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.0% |
| 7D | -13.2% | +1.3% | -14.5% | -13.9% |
| 30D | -17.0% | -13.4% | -3.7% | -9.0% |
| 3M | +17.0% | +3.1% | +13.9% | +12.4% |
| 6M | -2.1% | +3.8% | -5.9% | -6.5% |
| YTD | -21.4% | -15.3% | -6.1% | -14.1% |
| 1Y | -11.0% | -11.1% | +0.1% | -6.1% |
| All | +96.1% | +51.8% | +44.3% | +32.9% |
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