+394.9%
TTWO vs SMTC
+548.2%
-153.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.5% |
| 7D | +0.4% | +13.1% | -12.7% | -1.7% |
| 30D | -11.3% | +19.5% | -30.8% | -14.4% |
| 3M | +1.6% | +2.2% | -0.6% | -0.9% |
| 6M | +2.1% | +94.9% | -92.8% | -12.9% |
| YTD | -15.8% | +127.0% | -142.8% | -30.5% |
| 1Y | -12.6% | +174.6% | -187.2% | -31.0% |
| 3Y | +48.2% | +615.9% | -567.7% | -18.5% |
| 5Y | +40.0% | +125.6% | -85.6% | +1.8% |
| All | +394.9% | +548.2% | -153.3% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling