+1,092.2%
TTWO vs SFM
+117.5%
+974.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.1% |
| 7D | -1.6% | -5.8% | +4.3% | -1.1% |
| 30D | -13.5% | -11.4% | -2.1% | -12.7% |
| 3M | +0.3% | -12.2% | +12.5% | +1.2% |
| 6M | +0.8% | -5.2% | +6.0% | +0.7% |
| YTD | -16.7% | -4.5% | -12.2% | -16.9% |
| 1Y | -14.3% | -45.4% | +31.1% | -10.2% |
| 3Y | +49.4% | +91.1% | -41.7% | +37.8% |
| 5Y | +33.8% | +226.8% | -193.0% | +16.3% |
| 10Y | +392.8% | +291.9% | +100.9% | +305.2% |
| All | +1,092.2% | +117.5% | +974.8% | +990.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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