-48.1%
TOST vs TTWO
+44.7%
-92.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | -4.7% | -2.3% | -2.4% | -3.4% |
| 30D | -9.1% | -16.7% | +7.7% | +0.9% |
| 3M | +29.8% | -0.4% | +30.2% | +28.9% |
| 6M | +10.0% | -1.6% | +11.7% | +9.8% |
| YTD | -8.6% | -17.5% | +8.9% | +0.8% |
| 1Y | -20.7% | -14.8% | -5.9% | -14.6% |
| 3Y | +55.7% | +47.9% | +7.8% | +15.1% |
| All | -48.1% | +44.7% | -92.8% | -59.2% |
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