+42.6%
TMUS vs TTWO
+37.9%
+4.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -5.3% | -2.3% | -3.0% | -5.1% |
| 30D | +0.1% | -16.7% | +16.8% | +1.5% |
| 3M | -0.6% | -0.4% | -0.2% | -0.7% |
| 6M | -17.5% | -1.6% | -15.9% | -17.6% |
| YTD | -11.3% | -17.5% | +6.3% | -9.7% |
| 1Y | -25.4% | -14.8% | -10.6% | -24.5% |
| 3Y | +35.5% | +47.9% | -12.4% | +26.5% |
| All | +42.6% | +37.9% | +4.7% | +32.4% |
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