+392.8%
TTWO vs SWK
+0.7%
+392.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -13.5% | -8.9% | -4.6% | -11.8% |
| 3M | +0.3% | +20.5% | -20.1% | -3.8% |
| 6M | +0.8% | +27.1% | -26.3% | -5.0% |
| YTD | -16.7% | +30.2% | -46.9% | -22.3% |
| 1Y | -14.3% | +24.8% | -39.0% | -19.6% |
| 3Y | +49.4% | +16.3% | +33.1% | +37.9% |
| 5Y | +33.8% | -40.1% | +73.9% | +41.0% |
| 10Y | +392.8% | +0.8% | +392.0% | +325.9% |
| All | +392.8% | +0.7% | +392.2% | +325.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling