+34.9%
TTWO vs SWK
-38.7%
+73.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -8.8% | -0.4% | -8.3% | -8.7% |
| 30D | -8.6% | -5.7% | -2.9% | -7.6% |
| 3M | -0.9% | +24.1% | -25.0% | -4.8% |
| 6M | -0.5% | +24.7% | -25.2% | -5.0% |
| YTD | -16.1% | +33.9% | -50.1% | -21.3% |
| 1Y | -10.8% | +34.7% | -45.5% | -16.7% |
| 3Y | +51.4% | +15.3% | +36.1% | +42.1% |
| All | +34.9% | -38.7% | +73.7% | +34.2% |
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