+17.5%
SPY vs TTWO
-12.4%
+29.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | +0.4% | -1.1% | -0.8% |
| 30D | -1.1% | -11.3% | +10.3% | +0.2% |
| 3M | +3.9% | +1.6% | +2.3% | +3.2% |
| 6M | +13.6% | +2.1% | +11.5% | +12.3% |
| YTD | +12.7% | -15.8% | +28.5% | +13.8% |
| 1Y | +17.5% | -12.6% | +30.1% | +18.3% |
| All | +17.5% | -12.4% | +29.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling