-29.4%
TSCO vs TTWO
-18.4%
-11.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +4.1% |
| 7D | +15.7% | +7.0% | +8.8% | +15.6% |
| 30D | +16.4% | +2.7% | +13.7% | +16.3% |
| 3M | +11.2% | -13.0% | +24.2% | +10.1% |
| 6M | +14.9% | -7.2% | +22.2% | +14.1% |
| YTD | -25.4% | -18.4% | -7.0% | -26.5% |
| 1Y | -29.4% | -17.2% | -12.1% | -30.2% |
| All | -29.4% | -18.4% | -11.0% | -30.2% |
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 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