+392.9%
BAC vs TTWO
+406.5%
-13.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | -2.8% | -11.3% | +8.6% | -0.8% |
| 3M | +14.2% | +1.6% | +12.6% | +13.6% |
| 6M | +30.5% | +2.1% | +28.5% | +29.4% |
| YTD | +15.8% | -15.8% | +31.7% | +18.4% |
| 1Y | +26.2% | -12.6% | +38.8% | +28.0% |
| 3Y | +136.5% | +48.2% | +88.3% | +116.5% |
| 5Y | +75.9% | +40.0% | +36.0% | +58.7% |
| All | +392.9% | +406.5% | -13.6% | +259.2% |
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 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