+394.9%
TTWO vs TECH
+189.9%
+204.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -11.3% | 0.0% | -11.3% | -11.3% |
| 3M | +1.6% | +33.7% | -32.1% | -6.7% |
| 6M | +2.1% | +34.9% | -32.8% | -7.8% |
| YTD | -15.8% | +23.2% | -39.0% | -22.3% |
| 1Y | -12.6% | +36.3% | -48.9% | -22.3% |
| 3Y | +48.2% | +2.3% | +45.9% | +36.8% |
| 5Y | +40.0% | -42.9% | +82.9% | +56.6% |
| All | +394.9% | +189.9% | +204.9% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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