+1,606.6%
TTWO vs SNY
+241.9%
+1,364.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | -3.3% | +3.7% | +1.5% |
| 30D | -11.3% | -2.2% | -9.2% | -10.7% |
| 3M | +1.6% | -3.0% | +4.6% | +2.5% |
| 6M | +2.1% | +2.7% | -0.7% | +0.6% |
| YTD | -15.8% | -6.8% | -9.0% | -14.3% |
| 1Y | -12.6% | -5.3% | -7.3% | -11.9% |
| 3Y | +48.2% | -9.8% | +58.0% | +46.6% |
| 5Y | +40.0% | +9.7% | +30.3% | +25.2% |
| 10Y | +404.1% | +64.5% | +339.6% | +276.8% |
| All | +1,606.6% | +241.9% | +1,364.6% | +811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling