-10.8%
TTWO vs SWK
+37.3%
-48.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -8.8% | -0.4% | -8.3% | -8.8% |
| 30D | -8.6% | -5.7% | -2.9% | -8.6% |
| 3M | -0.9% | +24.1% | -25.0% | -0.5% |
| 6M | -0.5% | +24.7% | -25.2% | 0.0% |
| YTD | -16.1% | +33.9% | -50.1% | -15.5% |
| 1Y | -10.8% | +34.7% | -45.5% | -10.0% |
| All | -10.8% | +37.3% | -48.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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