-16.4%
SWKS vs TTWO
+49.4%
-65.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +11.8% | -1.6% | +13.4% | +12.2% |
| 30D | +6.7% | -13.5% | +20.2% | +9.7% |
| 3M | 0.0% | +0.3% | -0.3% | -0.6% |
| 6M | +38.7% | +0.8% | +37.9% | +36.0% |
| YTD | +21.4% | -16.7% | +38.0% | +26.2% |
| 1Y | +2.9% | -14.3% | +17.2% | +5.7% |
| 3Y | -16.4% | +49.4% | -65.8% | -30.4% |
| All | -16.4% | +49.4% | -65.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling