+10.0%
SHW vs TTWO
+40.3%
-30.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | -4.5% | +1.3% | -5.8% | -4.7% |
| 30D | -12.7% | -13.4% | +0.7% | -10.8% |
| 3M | +4.7% | +3.1% | +1.6% | +4.1% |
| 6M | -3.4% | +3.8% | -7.2% | -4.3% |
| YTD | -1.3% | -15.3% | +13.9% | +0.8% |
| 1Y | -10.4% | -11.1% | +0.7% | -9.4% |
| 3Y | +20.1% | +52.0% | -31.9% | +8.6% |
| All | +10.0% | +40.3% | -30.3% | -7.8% |
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 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