+394.9%
TTWO vs SPG
+64.5%
+330.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | -1.2% | +1.5% | +0.5% |
| 30D | -11.3% | -6.1% | -5.2% | -10.8% |
| 3M | +1.6% | -3.6% | +5.2% | +2.0% |
| 6M | +2.1% | +10.4% | -8.3% | +0.9% |
| YTD | -15.8% | +14.4% | -30.2% | -17.2% |
| 1Y | -12.6% | +16.5% | -29.1% | -14.2% |
| 3Y | +48.2% | +106.8% | -58.6% | +37.0% |
| 5Y | +40.0% | +108.9% | -68.9% | +28.5% |
| All | +394.9% | +64.5% | +330.4% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling