-51.2%
SWKS vs TTWO
+33.8%
-85.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +11.8% | -1.6% | +13.4% | +12.4% |
| 30D | +6.7% | -13.5% | +20.2% | +11.4% |
| 3M | 0.0% | +0.3% | -0.3% | -0.9% |
| 6M | +38.7% | +0.8% | +37.9% | +35.7% |
| YTD | +21.4% | -16.7% | +38.0% | +26.8% |
| 1Y | +2.9% | -14.3% | +17.2% | +6.1% |
| 3Y | -16.4% | +49.4% | -65.8% | -32.5% |
| 5Y | -51.2% | +33.8% | -84.9% | -61.3% |
| All | -51.2% | +33.8% | -85.0% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling