+21.4%
TMUS vs TTWO
+54.3%
-32.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +4.9% | +6.0% | -1.1% | +5.0% |
| 30D | +7.7% | +13.2% | -5.5% | +7.9% |
| 3M | -6.8% | -5.8% | -1.0% | -6.8% |
| 6M | -9.7% | +0.4% | -10.0% | -9.5% |
| YTD | -15.0% | -11.0% | -3.9% | -13.9% |
| 1Y | -19.1% | -4.1% | -15.0% | -18.5% |
| 3Y | +21.4% | +51.8% | -30.4% | +22.1% |
| All | +21.4% | +54.3% | -32.9% | +22.1% |
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 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