+5,346.0%
TTWO vs SAN
+1,072.1%
+4,273.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.6% | +3.3% | -4.9% | -2.5% |
| 30D | -13.5% | +1.1% | -14.6% | -13.8% |
| 3M | +0.3% | +22.2% | -21.9% | -5.5% |
| 6M | +0.8% | +36.0% | -35.2% | -8.6% |
| YTD | -16.7% | +28.2% | -44.9% | -23.6% |
| 1Y | -14.3% | +54.1% | -68.4% | -25.7% |
| 3Y | +49.4% | +354.2% | -304.8% | -8.5% |
| 5Y | +33.8% | +387.3% | -353.5% | -22.6% |
| 10Y | +392.8% | +334.8% | +58.0% | +167.3% |
| All | +5,346.0% | +1,072.1% | +4,273.9% | +1,088.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling