+51.0%
SWKS vs TTWO
+368.7%
-317.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.4% |
| 7D | +10.9% | +6.4% | +4.5% | +8.3% |
| 30D | +17.6% | +13.3% | +4.3% | +12.0% |
| 3M | +29.2% | -6.6% | +35.8% | +30.9% |
| 6M | +37.0% | +0.4% | +36.5% | +33.5% |
| YTD | +44.9% | -11.4% | +56.3% | +46.9% |
| 1Y | +33.8% | -5.6% | +39.4% | +32.1% |
| 3Y | +10.2% | +53.5% | -43.3% | -12.8% |
| 5Y | -37.0% | +20.8% | -57.8% | -47.2% |
| All | +51.0% | +368.7% | -317.7% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling