+48.2%
TTWO vs NRG
+203.5%
-155.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +0.4% | -4.7% | +5.0% | +0.8% |
| 30D | -11.3% | -6.0% | -5.4% | -10.9% |
| 3M | +1.6% | -8.0% | +9.6% | +1.9% |
| 6M | +2.1% | -23.2% | +25.2% | +4.0% |
| YTD | -15.8% | -28.1% | +12.2% | -13.8% |
| 1Y | -12.6% | -27.3% | +14.7% | -10.9% |
| 3Y | +48.2% | +208.7% | -160.4% | +13.1% |
| All | +48.2% | +203.5% | -155.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling