+40.9%
TTWO vs NVT
+419.5%
-378.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.6% |
| 7D | +0.4% | +4.1% | -3.7% | -0.5% |
| 30D | -11.3% | -5.1% | -6.2% | -10.6% |
| 3M | +1.6% | -1.2% | +2.8% | +0.9% |
| 6M | +2.1% | +46.6% | -44.5% | -8.3% |
| YTD | -15.8% | +60.0% | -75.8% | -26.2% |
| 1Y | -12.6% | +70.8% | -83.4% | -25.1% |
| 3Y | +48.2% | +187.5% | -139.3% | +4.0% |
| All | +40.9% | +419.5% | -378.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling