-44.8%
TOST vs TTWO
+54.0%
-98.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.3% | -9.0% | -5.5% |
| 7D | +3.0% | +15.2% | -12.3% | -5.5% |
| 30D | +10.3% | +5.2% | +5.0% | +6.6% |
| 3M | -3.3% | -11.4% | +8.1% | +3.0% |
| 6M | +37.8% | +1.9% | +35.9% | +33.9% |
| YTD | -2.8% | -12.3% | +9.5% | +2.9% |
| 1Y | -9.6% | -4.0% | -5.6% | -9.4% |
| 3Y | +144.6% | +51.9% | +92.7% | +78.6% |
| 5Y | -31.0% | +22.9% | -53.9% | -43.0% |
| All | -44.8% | +54.0% | -98.7% | -58.3% |
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