-14.9%
TTWO vs SW
+26.7%
-41.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.2% |
| 3M | -7.6% | -5.2% | -2.4% | -7.6% |
| 6M | -3.2% | +7.4% | -10.6% | -2.5% |
| YTD | -16.1% | +17.4% | -33.5% | -15.4% |
| 1Y | -14.9% | +27.1% | -42.0% | -14.7% |
| All | -14.9% | +26.7% | -41.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling