+48.2%
TTWO vs SHAK
-2.6%
+50.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.0% |
| 7D | +0.4% | -8.3% | +8.6% | +1.2% |
| 30D | -11.3% | -12.6% | +1.3% | -10.2% |
| 3M | +1.6% | +9.1% | -7.5% | +0.4% |
| 6M | +2.1% | -31.2% | +33.3% | +4.7% |
| YTD | -15.8% | -21.6% | +5.7% | -15.1% |
| 1Y | -12.6% | -38.8% | +26.2% | -9.4% |
| 3Y | +48.2% | +0.6% | +47.6% | +44.2% |
| All | +48.2% | -2.6% | +50.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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