+211.9%
TER vs TTWO
+41.7%
+170.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.5% |
| 7D | +9.4% | +1.3% | +8.1% | +8.8% |
| 30D | -2.4% | -13.4% | +11.0% | +2.5% |
| 3M | +6.5% | +3.1% | +3.5% | +3.6% |
| 6M | +23.2% | +3.8% | +19.4% | +17.6% |
| YTD | +91.5% | -15.3% | +106.7% | +99.1% |
| 1Y | +214.8% | -11.1% | +225.9% | +219.5% |
| 3Y | +275.3% | +52.0% | +223.4% | +190.0% |
| 5Y | +211.9% | +40.9% | +171.0% | +131.6% |
| All | +211.9% | +41.7% | +170.2% | +131.6% |
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