+83.1%
SPY vs TTWO
+39.3%
+43.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -1.1% | -11.3% | +10.3% | +1.5% |
| 3M | +3.9% | +1.6% | +2.3% | +3.0% |
| 6M | +13.6% | +2.1% | +11.5% | +12.1% |
| YTD | +12.7% | -15.8% | +28.5% | +16.1% |
| 1Y | +17.5% | -12.6% | +30.1% | +19.7% |
| 3Y | +76.9% | +48.2% | +28.7% | +56.0% |
| All | +83.1% | +39.3% | +43.8% | +52.1% |
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