+2.1%
TTWO vs SYY
+0.6%
+1.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.6% |
| 7D | +0.4% | +3.9% | -3.6% | +0.6% |
| 30D | -11.3% | -1.7% | -9.6% | -11.5% |
| 3M | +1.6% | +5.2% | -3.6% | +2.3% |
| 6M | +2.1% | -0.2% | +2.3% | +2.7% |
| All | +2.1% | +0.6% | +1.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 6mo: compounded portfolio wealth divided by compounded SYY 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…
6mo analysis · Full analysis span regression · 6 months rolling