+2,664.3%
TSLA vs TTWO
+406.5%
+2,257.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +11.6% | -11.3% | +22.9% | +17.7% |
| 3M | -8.4% | +1.6% | -10.0% | -10.2% |
| 6M | -10.4% | +2.1% | -12.5% | -13.0% |
| YTD | -18.7% | -15.8% | -2.9% | -13.7% |
| 1Y | -0.9% | -12.6% | +11.7% | +3.0% |
| 3Y | +33.6% | +48.2% | -14.6% | +4.4% |
| 5Y | +48.9% | +40.0% | +8.9% | +15.3% |
| All | +2,664.3% | +406.5% | +2,257.8% | +1,354.9% |
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