+49.2%
TTWO vs SGI
+50.3%
-1.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +3.3% |
| 7D | +1.3% | -4.9% | +6.2% | +2.1% |
| 30D | -13.4% | +1.6% | -15.0% | -13.7% |
| 3M | +3.1% | -3.2% | +6.3% | +3.3% |
| 6M | +3.8% | -16.0% | +19.8% | +6.1% |
| YTD | -15.3% | -25.4% | +10.2% | -11.3% |
| 1Y | -11.1% | -21.6% | +10.5% | -8.2% |
| All | +49.2% | +50.3% | -1.0% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling