+394.9%
TTWO vs SPYG
+424.6%
-29.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.3% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | -11.3% | -1.5% | -9.8% | -10.4% |
| 3M | +1.6% | +3.7% | -2.1% | -1.7% |
| 6M | +2.1% | +16.4% | -14.3% | -10.1% |
| YTD | -15.8% | +13.3% | -29.2% | -24.2% |
| 1Y | -12.6% | +17.9% | -30.5% | -23.9% |
| 3Y | +48.2% | +98.3% | -50.1% | -18.0% |
| 5Y | +40.0% | +86.4% | -46.5% | -19.5% |
| All | +394.9% | +424.6% | -29.7% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling