-17.2%
TTWO vs SMTC
+70.8%
-88.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -12.9% | +20.1% | +6.6% |
| 7D | +7.0% | -24.5% | +31.5% | +6.0% |
| 30D | +2.7% | -42.5% | +45.1% | +1.1% |
| 3M | -13.0% | -14.1% | +1.1% | -13.9% |
| 6M | -7.2% | +3.6% | -10.8% | -10.8% |
| YTD | -18.4% | +50.6% | -69.0% | -24.5% |
| 1Y | -17.2% | +72.2% | -89.5% | -23.6% |
| All | -17.2% | +70.8% | -88.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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