+5,586.1%
SHW vs TTWO
+5,658.7%
-72.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -3.2% | -2.3% | -0.9% | -3.0% |
| 30D | -11.4% | -16.7% | +5.3% | -9.6% |
| 3M | +3.5% | -0.4% | +3.9% | +3.4% |
| 6M | -3.4% | -1.6% | -1.7% | -3.4% |
| YTD | -0.3% | -17.5% | +17.2% | +1.3% |
| 1Y | -10.4% | -14.8% | +4.4% | -9.4% |
| 3Y | +21.3% | +47.9% | -26.6% | +14.8% |
| 5Y | +12.9% | +34.5% | -21.6% | +6.6% |
| 10Y | +284.1% | +394.0% | -109.9% | +213.0% |
| All | +5,586.1% | +5,658.7% | -72.6% | +3,407.2% |
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