-17.2%
TTWO vs SPYG
+10.8%
-28.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.9% | +6.5% |
| 7D | +7.0% | -2.8% | +9.7% | +8.3% |
| 30D | +2.7% | -6.2% | +8.9% | +5.6% |
| 3M | -13.0% | -3.6% | -9.4% | -11.8% |
| 6M | -7.2% | +4.8% | -12.0% | -10.9% |
| YTD | -18.4% | +11.0% | -29.4% | -24.1% |
| 1Y | -17.2% | +11.2% | -28.5% | -23.3% |
| All | -17.2% | +10.8% | -28.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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