+7,788.2%
SHOP vs TTWO
+652.6%
+7,135.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.1% |
| 7D | -4.1% | -1.6% | -2.5% | -3.1% |
| 30D | -11.5% | -13.5% | +1.9% | -2.9% |
| 3M | +21.1% | +0.3% | +20.7% | +19.2% |
| 6M | +3.0% | +0.8% | +2.1% | +1.2% |
| YTD | -16.7% | -16.7% | 0.0% | -6.8% |
| 1Y | -8.3% | -14.3% | +6.0% | +0.3% |
| 3Y | +112.8% | +49.4% | +63.4% | +58.8% |
| 5Y | -9.3% | +33.8% | -43.0% | -28.1% |
| 10Y | +3,003.4% | +392.8% | +2,610.6% | +1,265.5% |
| All | +7,788.2% | +652.6% | +7,135.6% | +3,106.9% |
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 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