+40.9%
TTWO vs SN
+447.8%
-406.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +0.4% | -7.3% | +7.6% | +1.0% |
| 30D | -11.3% | -13.6% | +2.3% | -10.3% |
| 3M | +1.6% | +18.6% | -17.0% | -0.1% |
| 6M | +2.1% | +46.0% | -43.9% | -1.6% |
| YTD | -15.8% | +43.7% | -59.5% | -18.9% |
| 1Y | -12.6% | +39.2% | -51.8% | -15.7% |
| 3Y | +48.2% | +306.5% | -258.3% | +34.2% |
| All | +40.9% | +447.8% | -406.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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