+171.9%
SAP vs TTWO
+406.5%
-234.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -4.1% | +0.4% | -4.4% | -4.2% |
| 30D | +1.1% | -11.3% | +12.4% | +4.2% |
| 3M | +26.1% | +1.6% | +24.5% | +25.2% |
| 6M | +9.8% | +2.1% | +7.7% | +8.8% |
| YTD | -13.6% | -15.8% | +2.3% | -10.2% |
| 1Y | -18.7% | -12.6% | -6.1% | -16.5% |
| 3Y | +54.1% | +48.2% | +5.9% | +36.4% |
| 5Y | +54.7% | +40.0% | +14.8% | +34.7% |
| All | +171.9% | +406.5% | -234.6% | +90.8% |
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