+48.2%
TTWO vs SAN
+352.3%
-304.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -11.3% | +0.9% | -12.3% | -11.5% |
| 3M | +1.6% | +19.1% | -17.5% | -1.3% |
| 6M | +2.1% | +33.2% | -31.1% | -2.8% |
| YTD | -15.8% | +29.1% | -45.0% | -19.6% |
| 1Y | -12.6% | +50.2% | -62.8% | -18.8% |
| 3Y | +48.2% | +351.0% | -302.8% | +15.2% |
| All | +48.2% | +352.3% | -304.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling