+3,462.5%
WMT vs TTWO
+5,817.5%
-2,354.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | -2.5% | +1.3% | -3.8% | -2.6% |
| 30D | -6.4% | -13.4% | +7.0% | -5.5% |
| 3M | -12.1% | +3.1% | -15.2% | -12.5% |
| 6M | -15.0% | +3.8% | -18.7% | -15.4% |
| YTD | -4.5% | -15.3% | +10.8% | -3.7% |
| 1Y | +6.2% | -11.1% | +17.3% | +6.6% |
| 3Y | +99.9% | +52.0% | +47.9% | +91.6% |
| 5Y | +131.4% | +40.9% | +90.5% | +120.9% |
| 10Y | +433.2% | +407.6% | +25.6% | +355.9% |
| All | +3,462.5% | +5,817.5% | -2,354.9% | +2,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling