+394.9%
TTWO vs SSNC
+173.6%
+221.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +0.4% | -4.0% | +4.4% | +2.1% |
| 30D | -11.3% | +0.5% | -11.9% | -11.7% |
| 3M | +1.6% | +18.9% | -17.3% | -6.4% |
| 6M | +2.1% | +10.8% | -8.8% | -3.1% |
| YTD | -15.8% | -7.1% | -8.7% | -14.0% |
| 1Y | -12.6% | -9.6% | -3.0% | -9.8% |
| 3Y | +48.2% | +51.1% | -2.8% | +21.3% |
| 5Y | +40.0% | +19.7% | +20.3% | +24.5% |
| All | +394.9% | +173.6% | +221.3% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling