+716.7%
TTWO vs SW
+755.0%
-38.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -8.8% | -5.1% | -3.7% | -8.6% |
| 30D | -8.6% | -4.6% | -4.0% | -8.5% |
| 3M | -0.9% | +9.4% | -10.3% | -1.2% |
| 6M | -0.5% | +3.5% | -4.0% | -0.7% |
| YTD | -16.1% | +22.0% | -38.2% | -16.9% |
| 1Y | -10.8% | +2.2% | -13.0% | -11.1% |
| 3Y | +51.4% | +19.6% | +31.8% | +49.6% |
| 5Y | +33.7% | -2.3% | +36.0% | +31.9% |
| 10Y | +380.3% | +181.4% | +198.9% | +359.4% |
| All | +716.7% | +755.0% | -38.3% | +602.3% |
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 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