+59.6%
TXN vs TTWO
+39.3%
+20.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | -2.9% | -11.3% | +8.5% | -0.5% |
| 3M | -9.1% | +1.6% | -10.7% | -9.8% |
| 6M | +36.6% | +2.1% | +34.6% | +34.4% |
| YTD | +57.5% | -15.8% | +73.3% | +62.2% |
| 1Y | +49.5% | -12.6% | +62.1% | +52.1% |
| 3Y | +76.5% | +48.2% | +28.3% | +52.6% |
| All | +59.6% | +39.3% | +20.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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