+320.5%
TMUS vs TTWO
+961.8%
-641.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | -8.8% | +8.9% | +2.2% |
| 30D | +5.3% | -8.6% | +13.9% | +7.3% |
| 3M | +3.1% | -0.9% | +4.0% | +2.9% |
| 6M | -16.5% | -0.5% | -16.0% | -17.1% |
| YTD | -9.2% | -16.1% | +7.0% | -6.6% |
| 1Y | -26.5% | -10.8% | -15.7% | -25.8% |
| 3Y | +39.0% | +51.4% | -12.4% | +20.2% |
| 5Y | +40.4% | +33.7% | +6.7% | +21.1% |
| 10Y | +303.7% | +380.3% | -76.6% | +132.5% |
| All | +320.5% | +961.8% | -641.4% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling