+317.5%
TMUS vs TTWO
+406.5%
-89.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +0.4% | +0.4% | +0.1% | +0.4% |
| 30D | +3.5% | -11.3% | +14.9% | +5.8% |
| 3M | -1.3% | +1.6% | -2.9% | -2.0% |
| 6M | -13.6% | +2.1% | -15.7% | -14.6% |
| YTD | -8.8% | -15.8% | +7.1% | -6.6% |
| 1Y | -22.9% | -12.6% | -10.3% | -21.9% |
| 3Y | +36.7% | +48.2% | -11.5% | +21.2% |
| 5Y | +46.6% | +40.0% | +6.6% | +27.8% |
| All | +317.5% | +406.5% | -89.0% | +161.1% |
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