+125.1%
TTWO vs NVT
+694.8%
-569.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.1% |
| 7D | +1.3% | +2.0% | -0.7% | +0.9% |
| 30D | -13.4% | -7.2% | -6.2% | -12.4% |
| 3M | +3.1% | -0.9% | +4.0% | +2.3% |
| 6M | +3.8% | +42.6% | -38.8% | -5.0% |
| YTD | -15.3% | +52.9% | -68.1% | -23.8% |
| 1Y | -11.1% | +64.5% | -75.6% | -21.5% |
| 3Y | +52.0% | +178.0% | -126.0% | +16.2% |
| 5Y | +40.9% | +402.8% | -361.8% | -5.7% |
| All | +125.1% | +694.8% | -569.7% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling