+40.9%
TTWO vs WING
-35.5%
+76.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.8% | +2.8% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -13.4% | -0.5% | -12.9% | -13.5% |
| 3M | +3.1% | -23.9% | +27.0% | +6.5% |
| 6M | +3.8% | -48.9% | +52.6% | +12.9% |
| YTD | -15.3% | -53.3% | +38.1% | -7.1% |
| 1Y | -11.1% | -60.3% | +49.2% | -0.6% |
| 3Y | +52.0% | -30.1% | +82.1% | +46.0% |
| 5Y | +40.9% | -36.2% | +77.1% | +26.1% |
| All | +40.9% | -35.5% | +76.5% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling