+394.9%
TTWO vs PSLV
+190.6%
+204.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.4% | -3.5% | +3.8% | +0.9% |
| 30D | -11.3% | -2.1% | -9.2% | -11.2% |
| 3M | +1.6% | -1.6% | +3.2% | +1.4% |
| 6M | +2.1% | -25.5% | +27.6% | +6.1% |
| YTD | -15.8% | -11.4% | -4.4% | -16.7% |
| 1Y | -12.6% | +48.6% | -61.2% | -22.5% |
| 3Y | +48.2% | +166.9% | -118.7% | +15.2% |
| 5Y | +40.0% | +152.4% | -112.4% | +8.6% |
| All | +394.9% | +190.6% | +204.3% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling