+48.2%
TTWO vs SCHG
+86.3%
-38.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.2% |
| 7D | +0.4% | -1.0% | +1.4% | +1.0% |
| 30D | -11.3% | -1.3% | -10.1% | -10.7% |
| 3M | +1.6% | +5.4% | -3.8% | -1.6% |
| 6M | +2.1% | +14.4% | -12.3% | -5.8% |
| YTD | -15.8% | +8.0% | -23.9% | -19.7% |
| 1Y | -12.6% | +12.7% | -25.3% | -18.6% |
| 3Y | +48.2% | +85.6% | -37.4% | -0.9% |
| All | +48.2% | +86.3% | -38.0% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling