+5,401.7%
TTWO vs SIRI
-67.8%
+5,469.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -11.3% | +2.5% | -13.8% | -11.6% |
| 3M | +1.6% | +6.6% | -5.0% | +0.9% |
| 6M | +2.1% | +32.9% | -30.8% | -1.0% |
| YTD | -15.8% | +50.5% | -66.3% | -19.6% |
| 1Y | -12.6% | +28.0% | -40.6% | -15.2% |
| 3Y | +48.2% | -22.4% | +70.6% | +47.8% |
| 5Y | +40.0% | -41.3% | +81.3% | +41.1% |
| 10Y | +404.1% | -10.4% | +414.6% | +384.3% |
| All | +5,401.7% | -67.8% | +5,469.5% | +3,834.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling