+272.3%
TTWO vs SNAP
-76.3%
+348.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | +0.4% | +3.8% | -3.5% | -0.1% |
| 30D | -11.3% | +9.2% | -20.6% | -12.4% |
| 3M | +1.6% | +6.6% | -5.0% | +0.2% |
| 6M | +2.1% | +16.9% | -14.8% | -1.0% |
| YTD | -15.8% | -29.6% | +13.8% | -13.6% |
| 1Y | -12.6% | -22.1% | +9.5% | -11.6% |
| 3Y | +48.2% | -39.8% | +88.0% | +46.7% |
| 5Y | +40.0% | -92.4% | +132.3% | +59.2% |
| All | +272.3% | -76.3% | +348.6% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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