+4,238.4%
TTWO vs SBAC
+2,199.0%
+2,039.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -13.5% | +3.2% | -16.7% | -13.9% |
| 3M | +0.3% | -5.1% | +5.4% | +0.9% |
| 6M | +0.8% | -2.1% | +3.0% | +0.4% |
| YTD | -16.7% | -0.5% | -16.2% | -17.4% |
| 1Y | -14.3% | +1.1% | -15.4% | -15.3% |
| 3Y | +49.4% | -7.4% | +56.8% | +48.1% |
| 5Y | +33.8% | -44.3% | +78.1% | +41.9% |
| 10Y | +392.8% | +77.6% | +315.3% | +341.3% |
| All | +4,238.4% | +2,199.0% | +2,039.4% | +3,056.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling