+2,169.5%
SAP vs TTWO
+5,755.5%
-3,586.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.9% | -8.8% | +5.9% | -1.4% |
| 30D | +9.0% | -8.6% | +17.6% | +10.6% |
| 3M | +14.9% | -0.9% | +15.9% | +14.9% |
| 6M | +11.9% | -0.5% | +12.4% | +11.8% |
| YTD | -9.9% | -16.1% | +6.2% | -7.4% |
| 1Y | -19.5% | -10.8% | -8.8% | -18.3% |
| 3Y | +61.8% | +51.4% | +10.4% | +48.8% |
| 5Y | +56.2% | +33.7% | +22.5% | +44.2% |
| 10Y | +180.6% | +380.3% | -199.7% | +104.2% |
| All | +2,169.5% | +5,755.5% | -3,586.0% | +912.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling