+5,560.2%
TTWO vs SRE
+1,524.7%
+4,035.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +3.1% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -13.4% | -1.7% | -11.7% | -13.0% |
| 3M | +3.1% | -7.1% | +10.2% | +5.0% |
| 6M | +3.8% | -8.4% | +12.1% | +5.8% |
| YTD | -15.3% | -3.5% | -11.7% | -15.0% |
| 1Y | -11.1% | +5.4% | -16.5% | -13.2% |
| 3Y | +52.0% | +29.5% | +22.4% | +37.2% |
| 5Y | +40.9% | +48.3% | -7.4% | +21.4% |
| 10Y | +407.6% | +123.5% | +284.2% | +264.4% |
| All | +5,560.2% | +1,524.7% | +4,035.4% | +2,374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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