+2,109.4%
TTWO vs SPXS
-100.0%
+2,209.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +3.4% |
| 7D | +1.3% | +6.4% | -5.1% | +3.4% |
| 30D | -13.4% | +6.0% | -19.4% | -11.7% |
| 3M | +3.1% | -11.6% | +14.7% | -0.4% |
| 6M | +3.8% | -28.7% | +32.5% | -5.7% |
| YTD | -15.3% | -26.3% | +11.0% | -21.7% |
| 1Y | -11.1% | -34.9% | +23.8% | -20.6% |
| 3Y | +52.0% | -79.5% | +131.4% | +1.2% |
| 5Y | +40.9% | -85.9% | +126.9% | -4.2% |
| 10Y | +407.6% | -99.5% | +507.2% | +43.4% |
| All | +2,109.4% | -100.0% | +2,209.4% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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