-13.3%
TSLA vs TTWO
-18.4%
+5.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.1% | -10.5% | -4.4% |
| 7D | -4.7% | +7.0% | -11.7% | -5.7% |
| 30D | +1.7% | +2.7% | -1.0% | +1.3% |
| 3M | +17.7% | -13.0% | +30.7% | +20.8% |
| 6M | -1.9% | -7.2% | +5.4% | -1.4% |
| YTD | -14.3% | -18.4% | +4.1% | -9.5% |
| 1Y | -13.3% | -17.2% | +3.9% | -9.7% |
| All | -13.3% | -18.4% | +5.1% | -9.7% |
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