+5,291.1%
TTWO vs SPY
+1,574.7%
+3,716.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -2.3% | -0.4% | -2.0% | -2.0% |
| 30D | -16.7% | -1.4% | -15.4% | -15.7% |
| 3M | -0.4% | +3.7% | -4.1% | -3.8% |
| 6M | -1.6% | +13.0% | -14.6% | -12.2% |
| YTD | -17.5% | +12.4% | -29.9% | -26.0% |
| 1Y | -14.8% | +18.5% | -33.3% | -27.2% |
| 3Y | +47.9% | +77.6% | -29.7% | -13.7% |
| 5Y | +34.5% | +81.7% | -47.2% | -23.4% |
| 10Y | +394.0% | +319.7% | +74.4% | +27.5% |
| All | +5,291.1% | +1,574.7% | +3,716.5% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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