+5,346.0%
TTWO vs SM
+658.0%
+4,688.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -13.5% | +31.5% | -45.0% | -16.0% |
| 3M | +0.3% | +17.3% | -17.0% | -1.8% |
| 6M | +0.8% | +48.5% | -47.7% | -4.1% |
| YTD | -16.7% | +106.3% | -123.0% | -23.7% |
| 1Y | -14.3% | +47.3% | -61.6% | -19.0% |
| 3Y | +49.4% | -1.4% | +50.8% | +44.3% |
| 5Y | +33.8% | +114.0% | -80.3% | +15.5% |
| 10Y | +392.8% | +12.5% | +380.3% | +258.5% |
| All | +5,346.0% | +658.0% | +4,688.0% | +1,734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling