+646.6%
TTWO vs WING
+412.2%
+234.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.3% | -2.3% | 0.0% | -1.9% |
| 30D | -16.7% | -5.6% | -11.1% | -16.1% |
| 3M | -0.4% | -22.9% | +22.5% | +3.6% |
| 6M | -1.6% | -50.4% | +48.8% | +10.0% |
| YTD | -17.5% | -53.3% | +35.8% | -7.5% |
| 1Y | -14.8% | -61.2% | +46.4% | -1.6% |
| 3Y | +47.9% | -30.1% | +77.9% | +43.0% |
| 5Y | +34.5% | -35.0% | +69.5% | +26.0% |
| 10Y | +394.0% | +375.5% | +18.5% | +186.9% |
| All | +646.6% | +412.2% | +234.4% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling