+328.6%
TMO vs TTWO
+406.5%
-77.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +1.1% | -11.3% | +12.5% | +3.9% |
| 3M | +28.3% | +1.6% | +26.7% | +27.1% |
| 6M | +23.3% | +2.1% | +21.2% | +21.7% |
| YTD | +5.5% | -15.8% | +21.3% | +8.8% |
| 1Y | +24.5% | -12.6% | +37.2% | +27.0% |
| 3Y | +19.6% | +48.2% | -28.6% | +4.8% |
| 5Y | +8.1% | +40.0% | -31.8% | -7.1% |
| All | +328.6% | +406.5% | -77.9% | +189.6% |
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 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