+711.6%
TTWO vs SW
+730.4%
-18.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | +10.3% | +4.7% | +5.7% | +10.2% |
| 30D | +5.3% | +5.0% | +0.3% | +5.2% |
| 3M | -9.2% | -7.3% | -1.8% | -9.0% |
| 6M | -4.4% | +15.0% | -19.4% | -4.9% |
| YTD | -16.7% | +18.5% | -35.2% | -17.3% |
| 1Y | -16.3% | +27.1% | -43.4% | -17.1% |
| 3Y | +53.6% | +49.3% | +4.3% | +51.0% |
| 5Y | +14.0% | -1.6% | +15.6% | +12.4% |
| 10Y | +341.7% | +185.4% | +156.4% | +322.8% |
| All | +711.6% | +730.4% | -18.8% | +598.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling