-10.8%
TTWO vs SCHG
+16.6%
-27.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.9% |
| 7D | -8.8% | -0.7% | -8.1% | -8.3% |
| 30D | -8.6% | +0.2% | -8.8% | -8.8% |
| 3M | -0.9% | +2.2% | -3.1% | -2.6% |
| 6M | -0.5% | +15.0% | -15.5% | -10.8% |
| YTD | -16.1% | +9.2% | -25.3% | -22.1% |
| 1Y | -10.8% | +15.7% | -26.5% | -21.4% |
| All | -10.8% | +16.6% | -27.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling