+5,291.1%
TTWO vs SMTC
+5,308.3%
-17.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.3% | +22.5% | -24.8% | -6.8% |
| 30D | -16.7% | +24.9% | -41.6% | -21.6% |
| 3M | -0.4% | +4.1% | -4.5% | -4.5% |
| 6M | -1.6% | +92.6% | -94.2% | -20.1% |
| YTD | -17.5% | +122.5% | -140.0% | -35.6% |
| 1Y | -14.8% | +166.2% | -181.0% | -37.0% |
| 3Y | +47.9% | +577.2% | -529.3% | -25.5% |
| 5Y | +34.5% | +119.0% | -84.5% | -13.8% |
| 10Y | +394.0% | +527.9% | -133.9% | +123.7% |
| All | +5,291.1% | +5,308.3% | -17.2% | +1,206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling