+56.2%
SAP vs TTWO
+47.8%
+8.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.3% | -2.3% | +2.1% | +0.4% |
| 30D | +0.3% | -16.7% | +17.0% | +5.8% |
| 3M | +16.9% | -0.4% | +17.3% | +16.6% |
| 6M | +6.3% | -1.6% | +8.0% | +6.3% |
| YTD | -12.4% | -17.5% | +5.1% | -8.5% |
| 1Y | -21.6% | -14.8% | -6.8% | -19.0% |
| All | +56.2% | +47.8% | +8.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling