+382.4%
TTWO vs SWK
+21.9%
+360.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +10.7% | -2.3% | +13.0% | +11.2% |
| 30D | +10.8% | +30.4% | -19.7% | +4.6% |
| 3M | -7.7% | +12.1% | -19.8% | -10.1% |
| 6M | +4.4% | +49.1% | -44.6% | -4.6% |
| YTD | -9.7% | +60.4% | -70.1% | -19.6% |
| 1Y | -3.9% | +78.3% | -82.2% | -16.6% |
| 3Y | +56.4% | +53.3% | +3.1% | +35.6% |
| 5Y | +24.6% | -27.0% | +51.5% | +25.8% |
| 10Y | +382.4% | +20.8% | +361.6% | +290.3% |
| All | +382.4% | +21.9% | +360.5% | +290.3% |
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