+40.9%
TTWO vs SONY
+9.6%
+31.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | -11.3% | +1.5% | -12.9% | -11.7% |
| 3M | +1.6% | +13.0% | -11.4% | -2.0% |
| 6M | +2.1% | +11.2% | -9.1% | -1.5% |
| YTD | -15.8% | -6.6% | -9.2% | -14.7% |
| 1Y | -12.6% | -18.1% | +5.5% | -8.2% |
| 3Y | +48.2% | +42.1% | +6.1% | +27.8% |
| All | +40.9% | +9.6% | +31.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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