-14.7%
SHOP vs TTWO
+41.7%
-56.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.2% |
| 7D | -13.2% | +1.3% | -14.5% | -14.1% |
| 30D | -17.0% | -13.4% | -3.7% | -7.7% |
| 3M | +17.0% | +3.1% | +13.9% | +12.1% |
| 6M | -2.1% | +3.8% | -5.9% | -6.8% |
| YTD | -21.4% | -15.3% | -6.1% | -12.0% |
| 1Y | -11.0% | -11.1% | +0.1% | -4.6% |
| 3Y | +100.9% | +52.0% | +49.0% | +35.1% |
| 5Y | -14.7% | +40.9% | -55.6% | -41.2% |
| All | -14.7% | +41.7% | -56.4% | -41.2% |
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