+16.7%
BABA vs TTWO
+390.3%
-373.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | -2.2% | -2.3% | +0.2% | -1.4% |
| 30D | -17.3% | -16.7% | -0.6% | -12.2% |
| 3M | -7.8% | -0.4% | -7.3% | -8.1% |
| 6M | -16.8% | -1.6% | -15.1% | -17.2% |
| YTD | -24.7% | -17.5% | -7.1% | -20.8% |
| 1Y | -24.9% | -14.8% | -10.1% | -22.1% |
| 3Y | +29.1% | +47.9% | -18.8% | +8.1% |
| 5Y | -30.5% | +34.5% | -65.0% | -41.8% |
| 10Y | +16.7% | +394.0% | -377.3% | -34.5% |
| All | +16.7% | +390.3% | -373.6% | -34.5% |
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