+3,053.4%
TTWO vs NVMI
+1,965.6%
+1,087.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | -11.3% | -8.4% | -2.9% | -10.5% |
| 3M | +1.6% | -33.6% | +35.2% | +5.7% |
| 6M | +2.1% | -14.7% | +16.8% | +2.4% |
| YTD | -15.8% | +13.2% | -29.1% | -18.4% |
| 1Y | -12.6% | +29.0% | -41.6% | -16.9% |
| 3Y | +48.2% | +215.0% | -166.8% | +24.0% |
| 5Y | +40.0% | +268.6% | -228.6% | +13.9% |
| 10Y | +404.1% | +3,124.7% | -2,720.6% | +227.8% |
| All | +3,053.4% | +1,965.6% | +1,087.8% | +1,826.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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