+40.9%
TTWO vs ONTO
+246.7%
-205.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.1% |
| 7D | +1.3% | +6.5% | -5.2% | +0.5% |
| 30D | -13.4% | -15.9% | +2.5% | -11.9% |
| 3M | +3.1% | -0.2% | +3.2% | +1.1% |
| 6M | +3.8% | +38.7% | -35.0% | -3.8% |
| YTD | -15.3% | +70.4% | -85.6% | -24.0% |
| 1Y | -11.1% | +153.6% | -164.7% | -25.4% |
| 3Y | +52.0% | +109.2% | -57.2% | +17.8% |
| 5Y | +40.9% | +249.7% | -208.8% | -6.6% |
| All | +40.9% | +246.7% | -205.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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