+40.9%
TTWO vs SGI
+47.3%
-6.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +0.4% | -4.5% | +4.8% | +1.3% |
| 30D | -11.3% | +4.2% | -15.5% | -12.3% |
| 3M | +1.6% | -7.4% | +9.0% | +2.9% |
| 6M | +2.1% | -15.1% | +17.1% | +4.6% |
| YTD | -15.8% | -24.7% | +8.8% | -11.4% |
| 1Y | -12.6% | -21.8% | +9.2% | -9.3% |
| 3Y | +48.2% | +50.0% | -1.8% | +27.1% |
| All | +40.9% | +47.3% | -6.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling