-17.2%
TTWO vs SIRI
+59.9%
-77.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.4% | -1.3% | +6.2% |
| 7D | +7.0% | +22.3% | -15.3% | +5.2% |
| 30D | +2.7% | +26.9% | -24.3% | +0.8% |
| 3M | -13.0% | +9.6% | -22.6% | -14.3% |
| 6M | -7.2% | +27.2% | -34.4% | -7.9% |
| YTD | -18.4% | +72.4% | -90.8% | -14.9% |
| 1Y | -17.2% | +59.9% | -77.2% | -13.6% |
| All | -17.2% | +59.9% | -77.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling