+394.9%
TTWO vs WING
+407.7%
-12.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.6% | -1.8% |
| 7D | +0.4% | +7.2% | -6.9% | -0.9% |
| 30D | -11.3% | +4.8% | -16.1% | -12.3% |
| 3M | +1.6% | -23.7% | +25.3% | +5.9% |
| 6M | +2.1% | -43.6% | +45.6% | +11.5% |
| YTD | -15.8% | -50.6% | +34.7% | -6.6% |
| 1Y | -12.6% | -57.0% | +44.4% | -1.0% |
| 3Y | +48.2% | -28.3% | +76.5% | +42.2% |
| 5Y | +40.0% | -32.4% | +72.4% | +29.8% |
| All | +394.9% | +407.7% | -12.8% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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