-14.4%
SMR vs TTWO
+31.9%
-46.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.4% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -10.2% | -11.3% | +1.1% | -5.9% |
| 3M | -10.0% | +1.6% | -11.6% | -11.7% |
| 6M | -30.5% | +2.1% | -32.5% | -32.0% |
| YTD | -39.2% | -15.8% | -23.4% | -35.9% |
| 1Y | -75.5% | -12.6% | -62.9% | -74.4% |
| 3Y | +45.4% | +48.2% | -2.8% | +39.2% |
| All | -14.4% | +31.9% | -46.3% | -18.1% |
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