-10.8%
TTWO vs NVTS
+109.2%
-120.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | 0.0% |
| 7D | -8.8% | +2.7% | -11.5% | -8.9% |
| 30D | -8.6% | -4.5% | -4.2% | -8.5% |
| 3M | -0.9% | -61.5% | +60.6% | +1.6% |
| 6M | -0.5% | +28.0% | -28.5% | -6.3% |
| YTD | -16.1% | +65.3% | -81.4% | -22.7% |
| 1Y | -10.8% | +113.0% | -123.8% | -19.1% |
| All | -10.8% | +109.2% | -120.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling