+280.4%
SHW vs TTWO
+406.5%
-126.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -10.0% | -11.3% | +1.3% | -8.1% |
| 3M | +2.3% | +1.6% | +0.7% | +1.8% |
| 6M | +0.7% | +2.1% | -1.4% | -0.2% |
| YTD | +0.5% | -15.8% | +16.3% | +3.0% |
| 1Y | -11.5% | -12.6% | +1.1% | -10.2% |
| 3Y | +21.3% | +48.2% | -26.9% | +9.2% |
| 5Y | +12.5% | +40.0% | -27.4% | -0.2% |
| All | +280.4% | +406.5% | -126.1% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling