+2.2%
SPGI vs TTWO
+33.4%
-31.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.3% |
| 7D | -3.1% | -2.3% | -0.8% | -2.5% |
| 30D | +2.0% | -16.7% | +18.8% | +6.7% |
| 3M | +4.3% | -0.4% | +4.8% | +4.1% |
| 6M | -0.2% | -1.6% | +1.4% | -0.4% |
| YTD | -14.8% | -17.5% | +2.7% | -11.4% |
| 1Y | -18.5% | -14.8% | -3.7% | -16.2% |
| 3Y | +16.0% | +47.9% | -31.9% | +2.1% |
| 5Y | +2.2% | +34.5% | -32.3% | -13.8% |
| All | +2.2% | +33.4% | -31.2% | -13.8% |
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 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