+165.6%
ZTS vs TTWO
+1,633.5%
-1,467.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -3.8% | -2.3% | -1.4% | -3.3% |
| 30D | -2.0% | -16.7% | +14.7% | +1.8% |
| 3M | -10.2% | -0.4% | -9.8% | -10.6% |
| 6M | -39.4% | -1.6% | -37.8% | -39.7% |
| YTD | -40.8% | -17.5% | -23.3% | -38.9% |
| 1Y | -50.1% | -14.8% | -35.3% | -49.0% |
| 3Y | -58.9% | +47.9% | -106.8% | -63.6% |
| 5Y | -62.4% | +34.5% | -96.8% | -66.9% |
| 10Y | +58.8% | +394.0% | -335.2% | +6.3% |
| All | +165.6% | +1,633.5% | -1,467.9% | +58.9% |
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