+5,853.0%
SPGI vs TTWO
+5,717.4%
+135.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -2.5% | -1.6% | -0.9% | -2.3% |
| 30D | +5.4% | -13.5% | +18.9% | +7.4% |
| 3M | +9.0% | +0.3% | +8.7% | +8.8% |
| 6M | +0.8% | +0.8% | -0.1% | +0.4% |
| YTD | -12.6% | -16.7% | +4.1% | -10.7% |
| 1Y | -16.1% | -14.3% | -1.9% | -14.8% |
| 3Y | +19.0% | +49.4% | -30.4% | +11.6% |
| 5Y | +5.1% | +33.8% | -28.7% | -1.3% |
| 10Y | +295.5% | +392.8% | -97.4% | +213.3% |
| All | +5,853.0% | +5,717.4% | +135.6% | +3,410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling