+41.9%
TTWO vs SN
+453.9%
-412.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.7% | +3.1% |
| 7D | +1.3% | -7.2% | +8.5% | +2.0% |
| 30D | -13.4% | -13.4% | 0.0% | -12.4% |
| 3M | +3.1% | +26.8% | -23.7% | +0.8% |
| 6M | +3.8% | +44.6% | -40.8% | +0.1% |
| YTD | -15.3% | +45.3% | -60.6% | -18.4% |
| 1Y | -11.1% | +40.1% | -51.2% | -14.2% |
| 3Y | +52.0% | +375.3% | -323.3% | +37.1% |
| All | +41.9% | +453.9% | -412.0% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling