-46.4%
TOST vs TTWO
+55.5%
-101.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.6% |
| 7D | -4.7% | +6.4% | -11.0% | -8.4% |
| 30D | +8.5% | +13.3% | -4.8% | +0.6% |
| 3M | -1.6% | -6.6% | +5.0% | +1.5% |
| 6M | +44.1% | +0.4% | +43.7% | +41.4% |
| YTD | -5.6% | -11.4% | +5.8% | -0.7% |
| 1Y | -12.6% | -5.6% | -7.0% | -11.5% |
| 3Y | +137.6% | +53.5% | +84.1% | +72.3% |
| 5Y | -30.4% | +20.8% | -51.2% | -41.9% |
| All | -46.4% | +55.5% | -101.9% | -59.8% |
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