+48.2%
TTWO vs SOUN
+172.2%
-124.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.4% | -7.1% | +7.5% | +0.7% |
| 30D | -11.3% | -15.4% | +4.1% | -10.6% |
| 3M | +1.6% | -10.6% | +12.2% | +1.9% |
| 6M | +2.1% | -19.6% | +21.7% | +2.6% |
| YTD | -15.8% | -37.2% | +21.4% | -14.7% |
| 1Y | -12.6% | -57.1% | +44.5% | -10.4% |
| 3Y | +48.2% | +178.2% | -130.0% | +37.5% |
| All | +48.2% | +172.2% | -124.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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