+1,971.8%
TTWO vs SCHG
+1,132.2%
+839.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.4% |
| 7D | +0.4% | -1.0% | +1.4% | +1.3% |
| 30D | -11.3% | -1.3% | -10.1% | -10.4% |
| 3M | +1.6% | +5.4% | -3.8% | -3.2% |
| 6M | +2.1% | +14.4% | -12.3% | -9.7% |
| YTD | -15.8% | +8.0% | -23.9% | -21.5% |
| 1Y | -12.6% | +12.7% | -25.3% | -21.7% |
| 3Y | +48.2% | +85.6% | -37.4% | -18.1% |
| 5Y | +40.0% | +85.5% | -45.5% | -24.5% |
| 10Y | +404.1% | +456.0% | -51.9% | -19.1% |
| All | +1,971.8% | +1,132.2% | +839.6% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling