-0.3%
BA vs TTWO
+49.4%
-49.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.5% | -1.6% | +4.0% | +2.8% |
| 30D | -10.1% | -13.5% | +3.4% | -7.4% |
| 3M | -2.4% | +0.3% | -2.8% | -2.7% |
| 6M | -8.8% | +0.8% | -9.7% | -9.7% |
| YTD | -2.9% | -16.7% | +13.8% | +0.8% |
| 1Y | -8.8% | -14.3% | +5.5% | -6.3% |
| 3Y | -0.3% | +49.4% | -49.6% | -11.8% |
| All | -0.3% | +49.4% | -49.7% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling