+46.7%
TTWO vs SIMO
+457.3%
-410.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -0.9% |
| 7D | -1.6% | +14.6% | -16.2% | -2.2% |
| 30D | -13.5% | +6.2% | -19.7% | -13.8% |
| 3M | +0.3% | +3.6% | -3.2% | -0.6% |
| 6M | +0.8% | +130.8% | -129.9% | -9.1% |
| YTD | -16.7% | +195.8% | -212.5% | -28.5% |
| 1Y | -14.3% | +225.0% | -239.3% | -27.9% |
| All | +46.7% | +457.3% | -410.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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