+278.4%
TER vs TTWO
+51.8%
+226.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.2% |
| 7D | +9.4% | +1.3% | +8.1% | +9.0% |
| 30D | -2.4% | -13.4% | +11.0% | +1.0% |
| 3M | +6.5% | +3.1% | +3.5% | +3.9% |
| 6M | +23.2% | +3.8% | +19.4% | +17.9% |
| YTD | +91.5% | -15.3% | +106.7% | +99.5% |
| 1Y | +214.8% | -11.1% | +225.9% | +219.9% |
| All | +278.4% | +51.8% | +226.6% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling