+120.8%
WFC vs TTWO
+40.3%
+80.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +2.3% | -13.4% | +15.7% | +4.9% |
| 3M | +9.8% | +3.1% | +6.7% | +8.8% |
| 6M | +15.6% | +3.8% | +11.8% | +14.0% |
| YTD | -2.4% | -15.3% | +12.8% | -0.2% |
| 1Y | +13.8% | -11.1% | +24.9% | +15.2% |
| 3Y | +134.6% | +52.0% | +82.7% | +112.3% |
| All | +120.8% | +40.3% | +80.5% | +84.4% |
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