+394.9%
TTWO vs SM
+23.0%
+371.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +4.6% | -4.2% | +0.2% |
| 30D | -11.3% | +18.2% | -29.5% | -11.9% |
| 3M | +1.6% | +22.5% | -20.9% | +0.6% |
| 6M | +2.1% | +50.6% | -48.5% | +0.1% |
| YTD | -15.8% | +108.1% | -124.0% | -18.7% |
| 1Y | -12.6% | +46.0% | -58.6% | -14.4% |
| 3Y | +48.2% | +2.9% | +45.3% | +46.0% |
| 5Y | +40.0% | +112.6% | -72.6% | +34.3% |
| All | +394.9% | +23.0% | +371.9% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling