+2,537.1%
SO vs TTWO
+5,755.5%
-3,218.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | -8.8% | +8.6% | +0.2% |
| 30D | -4.6% | -8.6% | +4.0% | -4.3% |
| 3M | -3.0% | -0.9% | -2.1% | -3.1% |
| 6M | -8.3% | -0.5% | -7.8% | -8.4% |
| YTD | +3.5% | -16.1% | +19.7% | +4.0% |
| 1Y | -0.9% | -10.8% | +9.9% | -0.7% |
| 3Y | +45.4% | +51.4% | -6.0% | +42.2% |
| 5Y | +59.6% | +33.7% | +25.9% | +56.1% |
| 10Y | +156.6% | +380.3% | -223.7% | +138.8% |
| All | +2,537.1% | +5,755.5% | -3,218.4% | +2,450.5% |
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