-10.8%
TTWO vs SNY
+2.0%
-12.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -8.8% | -1.3% | -7.5% | -8.6% |
| 30D | -8.6% | +3.4% | -12.0% | -9.0% |
| 3M | -0.9% | -0.3% | -0.6% | -1.1% |
| 6M | -0.5% | +1.0% | -1.5% | -0.8% |
| YTD | -16.1% | -3.6% | -12.5% | -15.7% |
| 1Y | -10.8% | +3.0% | -13.8% | -9.9% |
| All | -10.8% | +2.0% | -12.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling