+68.3%
T vs TTWO
+41.7%
+26.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.5% |
| 7D | -2.4% | +1.3% | -3.8% | -2.5% |
| 30D | +4.3% | -13.4% | +17.7% | +5.0% |
| 3M | +11.6% | +3.1% | +8.5% | +11.3% |
| 6M | -5.6% | +3.8% | -9.4% | -5.9% |
| YTD | +6.6% | -15.3% | +21.8% | +7.7% |
| 1Y | -8.4% | -11.1% | +2.7% | -7.8% |
| 3Y | +107.8% | +52.0% | +55.9% | +98.9% |
| 5Y | +68.3% | +40.9% | +27.4% | +53.3% |
| All | +68.3% | +41.7% | +26.6% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling