+45.2%
TTWO vs SWK
+13.2%
+32.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -2.3% | -4.6% | +2.2% | -1.8% |
| 30D | -16.7% | -9.9% | -6.8% | -15.8% |
| 3M | -0.4% | +15.4% | -15.9% | -1.9% |
| 6M | -1.6% | +25.0% | -26.6% | -4.2% |
| YTD | -17.5% | +27.2% | -44.8% | -20.0% |
| 1Y | -14.8% | +24.6% | -39.4% | -17.3% |
| All | +45.2% | +13.2% | +32.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling