-10.8%
TTWO vs WSM
+19.9%
-30.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | -8.8% | -3.3% | -5.5% | -8.5% |
| 30D | -8.6% | -8.4% | -0.2% | -8.0% |
| 3M | -0.9% | +9.7% | -10.6% | -1.2% |
| 6M | -0.5% | +16.7% | -17.2% | -1.1% |
| YTD | -16.1% | +28.7% | -44.8% | -15.4% |
| 1Y | -10.8% | +13.7% | -24.4% | -11.4% |
| All | -10.8% | +19.9% | -30.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling