+48.2%
TTWO vs SCCO
+177.0%
-128.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -2.7% | +3.0% | +0.6% |
| 30D | -11.3% | -0.7% | -10.6% | -11.5% |
| 3M | +1.6% | +8.1% | -6.5% | 0.0% |
| 6M | +2.1% | +4.1% | -2.0% | +0.4% |
| YTD | -15.8% | +41.1% | -57.0% | -21.9% |
| 1Y | -12.6% | +95.6% | -108.2% | -24.3% |
| 3Y | +48.2% | +179.3% | -131.0% | +16.3% |
| All | +48.2% | +177.0% | -128.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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