+43.2%
TER vs TTWO
-18.4%
+61.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.1% | -14.0% | -5.2% |
| 7D | -19.9% | +7.0% | -26.8% | -18.6% |
| 30D | -43.5% | +2.7% | -46.2% | -43.0% |
| 3M | -37.8% | -13.0% | -24.7% | -38.6% |
| 6M | -25.6% | -7.2% | -18.3% | -26.3% |
| YTD | +29.8% | -18.4% | +48.2% | +33.6% |
| 1Y | +43.2% | -17.2% | +60.4% | +45.8% |
| All | +43.2% | -18.4% | +61.6% | +45.8% |
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 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