-29.9%
BABA vs TTWO
+33.8%
-63.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.2% | -1.6% | +1.4% | +0.4% |
| 30D | -12.3% | -13.5% | +1.2% | -7.9% |
| 3M | -5.3% | +0.3% | -5.7% | -6.0% |
| 6M | -13.1% | +0.8% | -13.9% | -14.3% |
| YTD | -22.4% | -16.7% | -5.7% | -18.5% |
| 1Y | -19.5% | -14.3% | -5.2% | -16.5% |
| 3Y | +32.9% | +49.4% | -16.4% | +8.3% |
| 5Y | -29.9% | +33.8% | -63.6% | -45.2% |
| All | -29.9% | +33.8% | -63.7% | -45.2% |
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 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