+94.3%
TTWO vs NXT
+173.5%
-79.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | -11.3% | -20.0% | +8.7% | -10.4% |
| 3M | +1.6% | -30.7% | +32.3% | +3.2% |
| 6M | +2.1% | -29.0% | +31.0% | +3.2% |
| YTD | -15.8% | -4.8% | -11.0% | -16.6% |
| 1Y | -12.6% | +22.8% | -35.4% | -14.9% |
| 3Y | +48.2% | +93.9% | -45.7% | +36.5% |
| All | +94.3% | +173.5% | -79.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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