+219.9%
SLV vs TTWO
+406.5%
-186.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -1.6% | -11.3% | +9.7% | 0.0% |
| 3M | -4.4% | +1.6% | -6.0% | -4.9% |
| 6M | -25.4% | +2.1% | -27.5% | -26.0% |
| YTD | -9.8% | -15.8% | +6.1% | -7.9% |
| 1Y | +53.8% | -12.6% | +66.4% | +56.3% |
| 3Y | +174.7% | +48.2% | +126.5% | +161.2% |
| 5Y | +164.3% | +40.0% | +124.3% | +149.2% |
| All | +219.9% | +406.5% | -186.6% | +203.8% |
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