-10.8%
TTWO vs SPMO
+29.9%
-40.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -8.8% | +2.0% | -10.8% | -9.0% |
| 30D | -8.6% | -0.4% | -8.2% | -8.6% |
| 3M | -0.9% | -1.9% | +1.0% | -1.0% |
| 6M | -0.5% | +25.0% | -25.5% | -10.9% |
| YTD | -16.1% | +26.0% | -42.2% | -25.2% |
| 1Y | -10.8% | +28.7% | -39.5% | -22.6% |
| All | -10.8% | +29.9% | -40.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling