-12.6%
TOST vs TTWO
-5.8%
-6.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.7% |
| 7D | -4.7% | +6.4% | -11.0% | -7.9% |
| 30D | +8.5% | +13.3% | -4.8% | +1.2% |
| 3M | -1.6% | -6.6% | +5.0% | +1.6% |
| 6M | +44.1% | +0.4% | +43.7% | +41.0% |
| YTD | -5.6% | -11.4% | +5.8% | -9.1% |
| 1Y | -12.6% | -5.6% | -7.0% | -16.5% |
| All | -12.6% | -5.8% | -6.7% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling