+45.2%
TTWO vs SN
+368.4%
-323.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -2.3% | -3.4% | +1.1% | -2.0% |
| 30D | -16.7% | -9.1% | -7.7% | -16.0% |
| 3M | -0.4% | +31.8% | -32.2% | -3.3% |
| 6M | -1.6% | +52.0% | -53.7% | -6.1% |
| YTD | -17.5% | +51.3% | -68.8% | -21.4% |
| 1Y | -14.8% | +46.9% | -61.7% | -18.7% |
| All | +45.2% | +368.4% | -323.2% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling