+1,851.9%
TER vs TTWO
+406.5%
+1,445.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +6.4% | +0.4% | +6.0% | +6.1% |
| 30D | -5.7% | -11.3% | +5.6% | -1.3% |
| 3M | -0.4% | +1.6% | -2.0% | -2.5% |
| 6M | +25.8% | +2.1% | +23.8% | +21.1% |
| YTD | +96.4% | -15.8% | +112.3% | +104.4% |
| 1Y | +229.2% | -12.6% | +241.8% | +236.5% |
| 3Y | +288.1% | +48.2% | +239.9% | +208.3% |
| 5Y | +219.9% | +40.0% | +180.0% | +151.1% |
| All | +1,851.9% | +406.5% | +1,445.4% | +929.7% |
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