-20.4%
BA vs TTWO
+26.3%
-46.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.2% |
| 7D | -1.4% | +10.7% | -12.1% | -4.3% |
| 30D | -7.9% | +10.8% | -18.7% | -10.7% |
| 3M | -25.2% | -7.7% | -17.5% | -23.7% |
| 6M | -26.7% | +4.4% | -31.2% | -28.4% |
| YTD | -19.6% | -9.7% | -10.0% | -18.3% |
| 1Y | -10.6% | -3.9% | -6.7% | -11.1% |
| 3Y | -11.2% | +56.4% | -67.7% | -26.5% |
| 5Y | -20.4% | +24.6% | -45.0% | -37.4% |
| All | -20.4% | +26.3% | -46.7% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling