+282.9%
SPGI vs TTWO
+406.5%
-123.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -7.4% | +0.4% | -7.8% | -7.5% |
| 30D | +0.4% | -11.3% | +11.7% | +3.5% |
| 3M | +5.3% | +1.6% | +3.7% | +4.4% |
| 6M | +1.7% | +2.1% | -0.4% | +0.5% |
| YTD | -16.4% | -15.8% | -0.5% | -13.2% |
| 1Y | -20.5% | -12.6% | -7.9% | -18.6% |
| 3Y | +14.2% | +48.2% | -34.0% | -0.2% |
| 5Y | +0.6% | +40.0% | -39.4% | -13.6% |
| All | +282.9% | +406.5% | -123.7% | +132.4% |
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