+45.2%
TTWO vs SNAP
-44.0%
+89.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -2.3% | -5.0% | +2.7% | -1.9% |
| 30D | -16.7% | -0.7% | -16.0% | -16.8% |
| 3M | -0.4% | -5.0% | +4.6% | -0.5% |
| 6M | -1.6% | +3.5% | -5.1% | -3.1% |
| YTD | -17.5% | -34.2% | +16.7% | -15.5% |
| 1Y | -14.8% | -27.1% | +12.2% | -13.6% |
| All | +45.2% | -44.0% | +89.2% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling