+164.3%
SLV vs TTWO
+39.3%
+125.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -4.4% | +1.6% | -6.0% | -5.1% |
| 6M | -25.4% | +2.1% | -27.5% | -26.2% |
| YTD | -9.8% | -15.8% | +6.1% | -7.5% |
| 1Y | +53.8% | -12.6% | +66.4% | +56.8% |
| 3Y | +174.7% | +48.2% | +126.5% | +160.3% |
| All | +164.3% | +39.3% | +125.0% | +145.3% |
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