+48.2%
TTWO vs SPXU
-79.9%
+128.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.9% |
| 30D | -11.3% | +4.2% | -15.5% | -10.4% |
| 3M | +1.6% | -9.3% | +10.9% | -0.3% |
| 6M | +2.1% | -30.7% | +32.8% | -5.5% |
| YTD | -15.8% | -28.1% | +12.3% | -21.0% |
| 1Y | -12.6% | -35.2% | +22.6% | -19.5% |
| 3Y | +48.2% | -79.9% | +128.1% | +7.5% |
| All | +48.2% | -79.9% | +128.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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