+5,291.1%
TTWO vs TSN
+331.0%
+4,960.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.3% | -7.3% | +5.0% | -0.9% |
| 30D | -16.7% | -8.6% | -8.1% | -15.3% |
| 3M | -0.4% | -7.5% | +7.1% | +1.0% |
| 6M | -1.6% | -14.1% | +12.5% | +0.9% |
| YTD | -17.5% | -9.4% | -8.1% | -16.3% |
| 1Y | -14.8% | -4.1% | -10.7% | -14.6% |
| 3Y | +47.9% | +10.3% | +37.6% | +42.8% |
| 5Y | +34.5% | -19.7% | +54.2% | +36.6% |
| 10Y | +394.0% | -7.0% | +401.0% | +366.7% |
| All | +5,291.1% | +331.0% | +4,960.2% | +3,030.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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