+5,439.7%
TTWO vs SONY
+303.6%
+5,136.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.6% |
| 7D | +1.3% | -5.8% | +7.1% | +3.3% |
| 30D | -13.4% | -0.4% | -13.0% | -13.3% |
| 3M | +3.1% | +13.3% | -10.2% | -1.3% |
| 6M | +3.8% | +8.5% | -4.7% | +0.3% |
| YTD | -15.3% | -8.1% | -7.1% | -13.7% |
| 1Y | -11.1% | -17.9% | +6.8% | -6.3% |
| 3Y | +52.0% | +41.4% | +10.5% | +30.4% |
| 5Y | +40.9% | +9.3% | +31.7% | +29.6% |
| 10Y | +407.6% | +283.0% | +124.6% | +204.5% |
| All | +5,439.7% | +303.6% | +5,136.2% | +2,603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling