+54.4%
TTWO vs NVD
-99.1%
+153.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +3.1% |
| 7D | +1.3% | +9.0% | -7.7% | +1.9% |
| 30D | -13.4% | -5.5% | -7.9% | -13.6% |
| 3M | +3.1% | -24.6% | +27.7% | +1.4% |
| 6M | +3.8% | -42.1% | +45.8% | +0.9% |
| YTD | -15.3% | -44.3% | +29.1% | -17.5% |
| 1Y | -11.1% | -54.2% | +43.1% | -14.2% |
| 3Y | +52.0% | -99.1% | +151.1% | +12.4% |
| All | +54.4% | -99.1% | +153.6% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling