+40.9%
TTWO vs SBAC
-45.4%
+86.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.2% |
| 7D | +1.3% | -5.3% | +6.6% | +2.1% |
| 30D | -13.4% | +0.4% | -13.8% | -13.5% |
| 3M | +3.1% | -11.9% | +15.0% | +4.9% |
| 6M | +3.8% | -4.5% | +8.2% | +3.4% |
| YTD | -15.3% | -4.3% | -10.9% | -15.8% |
| 1Y | -11.1% | -3.9% | -7.2% | -11.8% |
| 3Y | +52.0% | -11.0% | +63.0% | +50.6% |
| 5Y | +40.9% | -44.1% | +85.0% | +60.3% |
| All | +40.9% | -45.4% | +86.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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