+40.9%
TTWO vs SPG
+103.4%
-62.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.3% | -2.2% | +3.5% | +2.0% |
| 30D | -13.4% | -5.8% | -7.6% | -11.9% |
| 3M | +3.1% | -2.8% | +5.9% | +3.8% |
| 6M | +3.8% | +8.9% | -5.1% | +0.7% |
| YTD | -15.3% | +14.3% | -29.5% | -19.2% |
| 1Y | -11.1% | +19.5% | -30.6% | -16.5% |
| 3Y | +52.0% | +106.9% | -54.9% | +16.2% |
| 5Y | +40.9% | +108.7% | -67.8% | +5.9% |
| All | +40.9% | +103.4% | -62.4% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling