+72.0%
TTWO vs ONTO
+688.0%
-616.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.3% | +9.4% | -11.7% | -3.7% |
| 30D | -16.7% | -4.4% | -12.3% | -16.6% |
| 3M | -0.4% | +1.6% | -2.0% | -3.0% |
| 6M | -1.6% | +45.3% | -46.9% | -11.1% |
| YTD | -17.5% | +76.4% | -93.9% | -28.3% |
| 1Y | -14.8% | +167.2% | -182.0% | -32.0% |
| 3Y | +47.9% | +116.6% | -68.7% | +10.5% |
| 5Y | +34.5% | +263.7% | -229.3% | -16.7% |
| All | +72.0% | +688.0% | -616.0% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling