+40.9%
TTWO vs SAN
+379.7%
-338.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +1.3% | -2.8% | +4.1% | +1.9% |
| 30D | -13.4% | -0.5% | -12.8% | -13.3% |
| 3M | +3.1% | +22.7% | -19.6% | -1.2% |
| 6M | +3.8% | +28.8% | -25.0% | -1.9% |
| YTD | -15.3% | +26.3% | -41.5% | -19.8% |
| 1Y | -11.1% | +48.8% | -59.9% | -19.0% |
| 3Y | +52.0% | +347.2% | -295.2% | +6.3% |
| 5Y | +40.9% | +383.8% | -342.8% | -9.7% |
| All | +40.9% | +379.7% | -338.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling