+34.5%
TTWO vs SIMO
+312.7%
-278.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.3% | +14.5% | -16.8% | -3.3% |
| 30D | -16.7% | +20.4% | -37.2% | -18.0% |
| 3M | -0.4% | +7.1% | -7.6% | -2.1% |
| 6M | -1.6% | +129.2% | -130.9% | -13.0% |
| YTD | -17.5% | +201.9% | -219.5% | -30.7% |
| 1Y | -14.8% | +235.5% | -250.3% | -29.8% |
| 3Y | +47.9% | +463.8% | -416.0% | +10.0% |
| 5Y | +34.5% | +306.7% | -272.2% | +4.0% |
| All | +34.5% | +312.7% | -278.3% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling