+1,037.7%
TTWO vs SGI
+2,032.3%
-994.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | -16.7% | +5.5% | -22.3% | -17.7% |
| 3M | -0.4% | -3.6% | +3.2% | -0.1% |
| 6M | -1.6% | -15.0% | +13.4% | +0.5% |
| YTD | -17.5% | -23.0% | +5.5% | -14.3% |
| 1Y | -14.8% | -18.4% | +3.6% | -12.8% |
| 3Y | +47.9% | +57.8% | -9.9% | +30.8% |
| 5Y | +34.5% | +51.5% | -17.0% | +16.5% |
| 10Y | +394.0% | +275.2% | +118.8% | +217.9% |
| All | +1,037.7% | +2,032.3% | -994.6% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling