+90.4%
TTWO vs NXT
+171.8%
-81.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -16.7% | -20.0% | +3.2% | -15.8% |
| 3M | -0.4% | -30.9% | +30.5% | +1.2% |
| 6M | -1.6% | -23.8% | +22.2% | -1.0% |
| YTD | -17.5% | -5.4% | -12.1% | -18.2% |
| 1Y | -14.8% | +28.0% | -42.9% | -17.3% |
| 3Y | +47.9% | +93.3% | -45.4% | +36.2% |
| All | +90.4% | +171.8% | -81.3% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling