-19.5%
SAP vs TTWO
-10.0%
-9.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -2.9% | -8.8% | +5.9% | +0.2% |
| 30D | +9.0% | -8.6% | +17.6% | +12.3% |
| 3M | +14.9% | -0.9% | +15.9% | +14.6% |
| 6M | +11.9% | -0.5% | +12.4% | +10.5% |
| YTD | -9.9% | -16.1% | +6.2% | -6.4% |
| 1Y | -19.5% | -10.8% | -8.8% | -17.3% |
| All | -19.5% | -10.0% | -9.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling