+171.3%
SAP vs TTWO
+410.0%
-238.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.2% |
| 7D | -5.1% | +1.3% | -6.4% | -5.5% |
| 30D | -1.8% | -13.4% | +11.6% | +1.9% |
| 3M | +20.9% | +3.1% | +17.8% | +19.6% |
| 6M | +7.0% | +3.8% | +3.2% | +5.6% |
| YTD | -13.7% | -15.3% | +1.5% | -10.5% |
| 1Y | -19.6% | -11.1% | -8.5% | -17.8% |
| 3Y | +52.4% | +52.0% | +0.4% | +34.0% |
| 5Y | +54.4% | +40.9% | +13.5% | +34.2% |
| All | +171.3% | +410.0% | -238.7% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling