+5,401.7%
TTWO vs NYT
+364.1%
+5,037.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -11.3% | +4.6% | -15.9% | -12.5% |
| 3M | +1.6% | -9.6% | +11.2% | +4.0% |
| 6M | +2.1% | -14.0% | +16.1% | +5.5% |
| YTD | -15.8% | -2.8% | -13.0% | -16.0% |
| 1Y | -12.6% | +15.6% | -28.2% | -17.1% |
| 3Y | +48.2% | +56.3% | -8.1% | +26.8% |
| 5Y | +40.0% | +39.5% | +0.5% | +20.9% |
| 10Y | +404.1% | +488.0% | -83.9% | +169.0% |
| All | +5,401.7% | +364.1% | +5,037.6% | +2,013.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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