+181.2%
TSCO vs TTWO
+406.5%
-225.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.7% | +0.4% | -6.0% | -5.7% |
| 30D | -8.8% | -11.3% | +2.6% | -7.0% |
| 3M | +6.3% | +1.6% | +4.7% | +5.6% |
| 6M | -32.3% | +2.1% | -34.3% | -32.9% |
| YTD | -32.7% | -15.8% | -16.9% | -31.3% |
| 1Y | -43.7% | -12.6% | -31.1% | -43.0% |
| 3Y | -19.7% | +48.2% | -67.9% | -27.1% |
| 5Y | -11.6% | +40.0% | -51.6% | -20.9% |
| All | +181.2% | +406.5% | -225.3% | +146.2% |
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