-10.8%
TTWO vs SPYG
+22.6%
-33.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -8.8% | +0.4% | -9.2% | -9.0% |
| 30D | -8.6% | -0.4% | -8.2% | -8.4% |
| 3M | -0.9% | +0.5% | -1.4% | -1.2% |
| 6M | -0.5% | +17.5% | -18.0% | -10.4% |
| YTD | -16.1% | +14.3% | -30.5% | -22.8% |
| 1Y | -10.8% | +21.7% | -32.5% | -20.5% |
| All | -10.8% | +22.6% | -33.4% | -20.5% |
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