+15.6%
TTWO vs SOXQ
+286.7%
-271.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -11.3% | -4.6% | -6.8% | -10.4% |
| 3M | +1.6% | -10.2% | +11.8% | +3.1% |
| 6M | +2.1% | +49.7% | -47.6% | -13.3% |
| YTD | -15.8% | +67.2% | -83.1% | -31.2% |
| 1Y | -12.6% | +98.0% | -110.6% | -33.0% |
| 3Y | +48.2% | +237.2% | -188.9% | -12.2% |
| 5Y | +40.0% | +261.3% | -221.3% | -23.4% |
| All | +15.6% | +286.7% | -271.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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