+75.8%
BA vs TTWO
+406.5%
-330.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +2.9% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -9.0% | -11.3% | +2.4% | -6.3% |
| 3M | -5.0% | +1.6% | -6.6% | -5.8% |
| 6M | -1.7% | +2.1% | -3.8% | -3.0% |
| YTD | -3.1% | -15.8% | +12.8% | +0.1% |
| 1Y | -4.3% | -12.6% | +8.3% | -2.4% |
| 3Y | -0.3% | +48.2% | -48.5% | -12.3% |
| 5Y | +0.1% | +40.0% | -39.9% | -13.4% |
| All | +75.8% | +406.5% | -330.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling