+11.7%
BABA vs TTWO
+368.7%
-357.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.9% | -5.2% | -6.4% |
| 7D | -12.7% | +6.4% | -19.1% | -14.6% |
| 30D | -14.9% | +13.3% | -28.2% | -18.5% |
| 3M | -24.6% | -6.6% | -18.0% | -23.3% |
| 6M | -29.3% | +0.4% | -29.8% | -30.3% |
| YTD | -35.0% | -11.4% | -23.7% | -33.6% |
| 1Y | -39.7% | -5.6% | -34.1% | -39.7% |
| 3Y | +21.2% | +53.5% | -32.3% | 0.0% |
| 5Y | -39.9% | +20.8% | -60.7% | -48.0% |
| All | +11.7% | +368.7% | -357.0% | -38.7% |
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