+40.9%
TTWO vs WSM
+175.3%
-134.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -11.3% | -7.7% | -3.6% | -10.1% |
| 3M | +1.6% | +3.8% | -2.2% | +0.9% |
| 6M | +2.1% | +22.7% | -20.6% | -1.7% |
| YTD | -15.8% | +28.0% | -43.8% | -19.7% |
| 1Y | -12.6% | +12.7% | -25.3% | -15.0% |
| 3Y | +48.2% | +231.3% | -183.1% | +8.4% |
| All | +40.9% | +175.3% | -134.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling