+1,574.1%
SPY vs TTWO
+5,717.4%
-4,143.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | -0.9% | -13.5% | +12.5% | +0.9% |
| 3M | +3.9% | +0.3% | +3.5% | +3.6% |
| 6M | +14.5% | +0.8% | +13.7% | +14.0% |
| YTD | +12.9% | -16.7% | +29.6% | +15.1% |
| 1Y | +19.4% | -14.3% | +33.6% | +21.0% |
| 3Y | +78.5% | +49.4% | +29.1% | +67.2% |
| 5Y | +81.8% | +33.8% | +48.0% | +70.6% |
| 10Y | +311.5% | +392.8% | -81.3% | +223.9% |
| All | +1,574.1% | +5,717.4% | -4,143.2% | +853.2% |
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