+51.8%
TTWO vs SN
+440.0%
-388.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.1% |
| 7D | +6.0% | +1.5% | +4.5% | +5.8% |
| 30D | +13.2% | +21.5% | -8.3% | +10.7% |
| 3M | -5.8% | +20.0% | -25.9% | -7.9% |
| 6M | +0.4% | +119.9% | -119.6% | -8.3% |
| YTD | -11.0% | +102.3% | -113.3% | -18.4% |
| 1Y | -4.1% | +148.0% | -152.1% | -14.2% |
| 3Y | +51.8% | +450.0% | -398.2% | +22.3% |
| All | +51.8% | +440.0% | -388.2% | +22.3% |
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