+13,957.4%
TSM vs TTWO
+4,166.1%
+9,791.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +6.0% | -1.6% | +7.6% | +6.4% |
| 30D | +4.5% | -13.5% | +18.0% | +7.9% |
| 3M | +3.1% | +0.3% | +2.8% | +2.6% |
| 6M | +30.2% | +0.8% | +29.4% | +29.2% |
| YTD | +45.2% | -16.7% | +61.9% | +50.1% |
| 1Y | +79.6% | -14.3% | +93.8% | +84.1% |
| 3Y | +411.0% | +49.4% | +361.6% | +356.7% |
| 5Y | +290.7% | +33.8% | +256.9% | +250.7% |
| 10Y | +1,753.6% | +392.8% | +1,360.8% | +1,107.8% |
| All | +13,957.4% | +4,166.1% | +9,791.4% | +4,113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling