+725.4%
T vs TTWO
+5,717.4%
-4,992.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -1.5% | -1.6% | 0.0% | -1.4% |
| 30D | +7.6% | -13.5% | +21.1% | +8.6% |
| 3M | +15.3% | +0.3% | +15.0% | +15.1% |
| 6M | -8.5% | +0.8% | -9.3% | -8.7% |
| YTD | +6.8% | -16.7% | +23.5% | +7.7% |
| 1Y | -7.2% | -14.3% | +7.0% | -6.7% |
| 3Y | +108.2% | +49.4% | +58.9% | +100.6% |
| 5Y | +66.1% | +33.8% | +32.3% | +59.7% |
| 10Y | +65.3% | +392.8% | -327.5% | +42.7% |
| All | +725.4% | +5,717.4% | -4,992.0% | +514.3% |
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 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