+2,550.6%
SOXX vs TTWO
+1,817.1%
+733.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -10.2% | +1.6% | -11.8% | -11.2% |
| 6M | +54.2% | +2.1% | +52.2% | +51.4% |
| YTD | +75.2% | -15.8% | +91.1% | +80.9% |
| 1Y | +107.5% | -12.6% | +120.1% | +111.7% |
| 3Y | +226.8% | +48.2% | +178.6% | +185.6% |
| 5Y | +251.2% | +40.0% | +211.3% | +206.3% |
| 10Y | +1,567.6% | +404.1% | +1,163.5% | +924.6% |
| All | +2,550.6% | +1,817.1% | +733.5% | +871.8% |
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