+203.6%
TGT vs TTWO
+406.5%
-202.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | +1.2% | -11.3% | +12.5% | +3.1% |
| 3M | +18.4% | +1.6% | +16.8% | +17.6% |
| 6M | +33.4% | +2.1% | +31.4% | +32.2% |
| YTD | +63.8% | -15.8% | +79.6% | +67.3% |
| 1Y | +77.2% | -12.6% | +89.8% | +79.4% |
| 3Y | +41.8% | +48.2% | -6.4% | +28.8% |
| 5Y | -25.5% | +40.0% | -65.5% | -33.2% |
| All | +203.6% | +406.5% | -202.9% | +160.2% |
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