+42.3%
SWKS vs TTWO
+390.3%
-348.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +6.8% | -2.3% | +9.1% | +7.7% |
| 30D | +11.3% | -16.7% | +28.0% | +18.7% |
| 3M | +4.1% | -0.4% | +4.5% | +3.3% |
| 6M | +39.7% | -1.6% | +41.3% | +37.9% |
| YTD | +23.2% | -17.5% | +40.8% | +29.4% |
| 1Y | +5.3% | -14.8% | +20.1% | +8.9% |
| 3Y | -15.1% | +47.9% | -63.0% | -31.4% |
| 5Y | -50.3% | +34.5% | -84.8% | -59.9% |
| 10Y | +42.3% | +394.0% | -351.7% | -29.4% |
| All | +42.3% | +390.3% | -348.0% | -29.4% |
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