-10.8%
TTWO vs SAN
+58.9%
-69.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -8.8% | +1.8% | -10.6% | -9.1% |
| 30D | -8.6% | +2.0% | -10.6% | -8.9% |
| 3M | -0.9% | +19.7% | -20.6% | -3.3% |
| 6M | -0.5% | +30.6% | -31.1% | -4.3% |
| YTD | -16.1% | +28.8% | -45.0% | -18.6% |
| 1Y | -10.8% | +57.8% | -68.6% | -16.7% |
| All | -10.8% | +58.9% | -69.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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