+2,254.9%
TTWO vs SPXU
-100.0%
+2,354.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.4% |
| 7D | +0.4% | +2.5% | -2.1% | +1.1% |
| 30D | -11.3% | +4.2% | -15.5% | -10.1% |
| 3M | +1.6% | -9.3% | +10.9% | -1.0% |
| 6M | +2.1% | -30.7% | +32.8% | -7.8% |
| YTD | -15.8% | -28.1% | +12.3% | -22.7% |
| 1Y | -12.6% | -35.2% | +22.6% | -21.8% |
| 3Y | +48.2% | -79.9% | +128.1% | -0.8% |
| 5Y | +40.0% | -86.4% | +126.4% | -4.7% |
| 10Y | +404.1% | -99.5% | +503.7% | +45.6% |
| All | +2,254.9% | -100.0% | +2,354.9% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling