+16.1%
TTWO vs SWK
-25.5%
+41.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +13.0% | +11.0% | +2.0% | +10.8% |
| 30D | +5.3% | +30.1% | -24.7% | +0.4% |
| 3M | -7.6% | +14.7% | -22.2% | -9.9% |
| 6M | -3.2% | +44.5% | -47.7% | -9.8% |
| YTD | -16.1% | +59.4% | -75.5% | -23.8% |
| 1Y | -14.9% | +77.5% | -92.4% | -24.6% |
| 3Y | +59.9% | +49.5% | +10.4% | +41.8% |
| All | +16.1% | -25.5% | +41.5% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling