+41.1%
TTWO vs ONON
-22.6%
+63.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +0.4% | -2.1% | +2.4% | +0.7% |
| 30D | -11.3% | -11.6% | +0.3% | -9.6% |
| 3M | +1.6% | -30.1% | +31.7% | +6.8% |
| 6M | +2.1% | -30.5% | +32.6% | +6.8% |
| YTD | -15.8% | -41.0% | +25.2% | -9.7% |
| 1Y | -12.6% | -36.7% | +24.1% | -7.8% |
| 3Y | +48.2% | -8.6% | +56.8% | +41.4% |
| All | +41.1% | -22.6% | +63.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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