+5,401.7%
TTWO vs SYY
+1,879.4%
+3,522.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +0.4% | +3.9% | -3.6% | -0.7% |
| 30D | -11.3% | -1.7% | -9.6% | -10.9% |
| 3M | +1.6% | +5.2% | -3.6% | +0.2% |
| 6M | +2.1% | -0.2% | +2.3% | +1.3% |
| YTD | -15.8% | +15.4% | -31.2% | -20.0% |
| 1Y | -12.6% | +5.6% | -18.2% | -15.0% |
| 3Y | +48.2% | +28.9% | +19.3% | +35.0% |
| 5Y | +40.0% | +24.1% | +15.9% | +27.7% |
| 10Y | +404.1% | +116.2% | +287.9% | +249.8% |
| All | +5,401.7% | +1,879.4% | +3,522.3% | +2,219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling