-62.3%
ZTS vs TTWO
+39.3%
-101.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -0.8% | -11.3% | +10.6% | +1.4% |
| 3M | -9.7% | +1.6% | -11.3% | -10.5% |
| 6M | -38.4% | +2.1% | -40.5% | -39.2% |
| YTD | -41.1% | -15.8% | -25.3% | -39.6% |
| 1Y | -50.6% | -12.6% | -38.0% | -49.9% |
| 3Y | -59.1% | +48.2% | -107.4% | -64.3% |
| All | -62.3% | +39.3% | -101.7% | -68.4% |
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