-12.6%
TTWO vs SNY
-4.5%
-8.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | -3.3% | +3.7% | +0.8% |
| 30D | -11.3% | -2.2% | -9.2% | -11.1% |
| 3M | +1.6% | -3.0% | +4.6% | +1.8% |
| 6M | +2.1% | +2.7% | -0.7% | +1.8% |
| YTD | -15.8% | -6.8% | -9.0% | -15.0% |
| 1Y | -12.6% | -5.3% | -7.3% | -11.7% |
| All | -12.6% | -4.5% | -8.1% | -11.7% |
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