+1,779.8%
TSM vs TTWO
+406.5%
+1,373.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +1.0% | -11.3% | +12.3% | +4.6% |
| 3M | +2.9% | +1.6% | +1.3% | +1.7% |
| 6M | +22.8% | +2.1% | +20.7% | +20.8% |
| YTD | +43.3% | -15.8% | +59.1% | +49.3% |
| 1Y | +69.2% | -12.6% | +81.8% | +73.7% |
| 3Y | +404.5% | +48.2% | +356.3% | +329.3% |
| 5Y | +282.2% | +40.0% | +242.2% | +219.7% |
| All | +1,779.8% | +406.5% | +1,373.2% | +1,022.4% |
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