-17.2%
TTWO vs SCHG
+5.5%
-22.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.9% | +6.3% |
| 7D | +7.0% | -2.5% | +9.5% | +8.8% |
| 30D | +2.7% | -5.4% | +8.1% | +6.5% |
| 3M | -13.0% | -2.2% | -10.9% | -12.0% |
| 6M | -7.2% | +5.2% | -12.4% | -11.7% |
| YTD | -18.4% | +6.8% | -25.2% | -23.4% |
| 1Y | -17.2% | +5.9% | -23.2% | -22.1% |
| All | -17.2% | +5.5% | -22.8% | -22.1% |
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