+394.9%
TTWO vs SGI
+270.1%
+124.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +0.4% | -4.5% | +4.8% | +1.1% |
| 30D | -11.3% | +4.2% | -15.5% | -12.1% |
| 3M | +1.6% | -7.4% | +9.0% | +2.6% |
| 6M | +2.1% | -15.1% | +17.1% | +4.0% |
| YTD | -15.8% | -24.7% | +8.8% | -12.5% |
| 1Y | -12.6% | -21.8% | +9.2% | -10.1% |
| 3Y | +48.2% | +50.0% | -1.8% | +33.9% |
| 5Y | +40.0% | +48.9% | -9.0% | +22.5% |
| All | +394.9% | +270.1% | +124.8% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling