+813.5%
SPYM vs TTWO
+1,075.4%
-261.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.1% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | -1.6% | -13.4% | +11.8% | +0.9% |
| 3M | +4.7% | +3.1% | +1.7% | +3.8% |
| 6M | +12.6% | +3.8% | +8.8% | +11.2% |
| YTD | +11.8% | -15.3% | +27.1% | +14.3% |
| 1Y | +17.5% | -11.1% | +28.6% | +19.0% |
| 3Y | +77.0% | +52.0% | +25.0% | +61.0% |
| 5Y | +82.6% | +40.9% | +41.7% | +65.2% |
| 10Y | +320.3% | +407.6% | -87.3% | +198.5% |
| All | +813.5% | +1,075.4% | -261.9% | +393.0% |
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