+333.5%
TTWO vs SW
+182.7%
+150.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.7% |
| 7D | +13.0% | +2.3% | +10.7% | +12.9% |
| 30D | +5.3% | +6.8% | -1.5% | +5.1% |
| 3M | -7.6% | -5.2% | -2.4% | -7.4% |
| 6M | -3.2% | +7.4% | -10.6% | -3.5% |
| YTD | -16.1% | +17.4% | -33.5% | -16.8% |
| 1Y | -14.9% | +27.1% | -42.0% | -15.9% |
| 3Y | +59.9% | +47.9% | +12.0% | +57.3% |
| 5Y | +14.8% | -2.6% | +17.3% | +13.0% |
| All | +333.5% | +182.7% | +150.8% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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