+5,346.0%
TTWO vs SPG
+3,091.8%
+2,254.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -13.5% | -4.9% | -8.5% | -12.3% |
| 3M | +0.3% | +3.3% | -3.0% | -0.7% |
| 6M | +0.8% | +11.2% | -10.4% | -2.4% |
| YTD | -16.7% | +17.1% | -33.7% | -20.7% |
| 1Y | -14.3% | +21.6% | -35.9% | -19.3% |
| 3Y | +49.4% | +111.9% | -62.5% | +19.0% |
| 5Y | +33.8% | +106.9% | -73.2% | +5.6% |
| 10Y | +392.8% | +62.2% | +330.6% | +271.7% |
| All | +5,346.0% | +3,091.8% | +2,254.2% | +1,179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling