+49.2%
TTWO vs SPG
+106.6%
-57.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | -13.4% | -5.8% | -7.6% | -12.3% |
| 3M | +3.1% | -2.8% | +5.9% | +3.6% |
| 6M | +3.8% | +8.9% | -5.1% | +1.4% |
| YTD | -15.3% | +14.3% | -29.5% | -18.4% |
| 1Y | -11.1% | +19.5% | -30.6% | -15.5% |
| All | +49.2% | +106.6% | -57.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling