+48.2%
TTWO vs NVD
-99.1%
+147.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +0.4% | +10.8% | -10.5% | +1.1% |
| 30D | -11.3% | +0.8% | -12.1% | -11.1% |
| 3M | +1.6% | -20.8% | +22.4% | +0.3% |
| 6M | +2.1% | -41.2% | +43.2% | -0.7% |
| YTD | -15.8% | -44.2% | +28.4% | -18.1% |
| 1Y | -12.6% | -54.2% | +41.6% | -15.7% |
| 3Y | +48.2% | -99.1% | +147.3% | +8.3% |
| All | +48.2% | -99.1% | +147.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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