-10.8%
TTWO vs SSNC
-3.0%
-7.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | -8.8% | +0.6% | -9.4% | -9.0% |
| 30D | -8.6% | +6.0% | -14.6% | -10.5% |
| 3M | -0.9% | +21.0% | -21.9% | -7.3% |
| 6M | -0.5% | +12.1% | -12.6% | -4.1% |
| YTD | -16.1% | -3.2% | -12.9% | -15.4% |
| 1Y | -10.8% | -4.4% | -6.4% | -5.9% |
| All | -10.8% | -3.0% | -7.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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