+84.4%
TSM vs TTWO
-10.0%
+94.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | -8.8% | +11.5% | +4.4% |
| 30D | +3.6% | -8.6% | +12.2% | +5.1% |
| 3M | -3.4% | -0.9% | -2.5% | -3.8% |
| 6M | +20.6% | -0.5% | +21.1% | +19.9% |
| YTD | +41.9% | -16.1% | +58.0% | +45.2% |
| 1Y | +84.4% | -10.8% | +95.2% | +92.9% |
| All | +84.4% | -10.0% | +94.4% | +92.9% |
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 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