-19.7%
TSCO vs TTWO
+50.8%
-70.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -5.7% | +0.4% | -6.0% | -5.7% |
| 30D | -8.8% | -11.3% | +2.6% | -7.8% |
| 3M | +6.3% | +1.6% | +4.7% | +5.6% |
| 6M | -32.3% | +2.1% | -34.3% | -32.8% |
| YTD | -32.7% | -15.8% | -16.9% | -31.4% |
| 1Y | -43.7% | -12.6% | -31.1% | -43.0% |
| 3Y | -19.7% | +48.2% | -67.9% | -29.8% |
| All | -19.7% | +50.8% | -70.4% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling