+2,701.2%
SO vs TTWO
+6,113.7%
-3,412.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | +6.0% | -4.7% | +1.1% |
| 30D | +4.7% | +13.2% | -8.5% | +4.2% |
| 3M | +1.7% | -5.8% | +7.5% | +1.9% |
| 6M | +2.2% | +0.4% | +1.8% | +2.0% |
| YTD | +10.0% | -11.0% | +21.0% | +10.2% |
| 1Y | +6.0% | -4.1% | +10.1% | +5.9% |
| 3Y | +54.1% | +51.8% | +2.3% | +50.8% |
| 5Y | +79.6% | +21.3% | +58.4% | +76.3% |
| 10Y | +195.5% | +375.1% | -179.6% | +174.9% |
| All | +2,701.2% | +6,113.7% | -3,412.5% | +2,601.5% |
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