+795.2%
TTWO vs SIMO
+2,177.2%
-1,382.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.3% |
| 7D | +6.0% | +4.1% | +1.9% | +5.2% |
| 30D | +13.2% | -24.0% | +37.2% | +16.9% |
| 3M | -5.8% | -31.8% | +25.9% | -2.2% |
| 6M | +0.4% | -36.9% | +37.2% | +2.6% |
| YTD | -11.0% | +84.8% | -95.8% | -28.3% |
| 1Y | -4.1% | +99.0% | -103.1% | -23.9% |
| 3Y | +51.8% | +217.9% | -166.2% | +6.6% |
| 5Y | +21.3% | +171.5% | -150.2% | -15.4% |
| 10Y | +375.1% | +393.3% | -18.1% | +178.0% |
| All | +795.2% | +2,177.2% | -1,382.0% | +174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling