+1,537.1%
SOXX vs TTWO
+406.5%
+1,130.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -3.6% | -11.3% | +7.8% | +0.8% |
| 3M | -10.2% | +1.6% | -11.8% | -11.8% |
| 6M | +54.2% | +2.1% | +52.2% | +49.8% |
| YTD | +75.2% | -15.8% | +91.1% | +83.3% |
| 1Y | +107.5% | -12.6% | +120.1% | +113.2% |
| 3Y | +226.8% | +48.2% | +178.6% | +164.3% |
| 5Y | +251.2% | +40.0% | +211.3% | +180.4% |
| All | +1,537.1% | +406.5% | +1,130.6% | +740.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling