+30.8%
SOXX vs TTWO
-15.9%
+46.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +2.1% | -72.9% | -70.8% |
| 7D | -23.0% | +10.3% | -33.3% | -24.2% |
| 30D | -32.9% | +5.3% | -38.2% | -34.0% |
| 3M | -25.3% | -9.2% | -16.1% | -26.3% |
| 6M | -17.8% | -4.4% | -13.4% | -19.8% |
| YTD | +32.1% | -16.7% | +48.8% | +32.9% |
| 1Y | +30.8% | -16.3% | +47.0% | +30.7% |
| All | +30.8% | -15.9% | +46.7% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling