+75.9%
BAC vs TTWO
+37.9%
+38.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | -1.4% | -16.7% | +15.4% | +2.2% |
| 3M | +15.7% | -0.4% | +16.2% | +15.4% |
| 6M | +32.2% | -1.6% | +33.8% | +31.6% |
| YTD | +15.8% | -17.5% | +33.3% | +19.4% |
| 1Y | +27.3% | -14.8% | +42.1% | +30.2% |
| 3Y | +137.5% | +47.9% | +89.6% | +111.9% |
| All | +75.9% | +37.9% | +38.0% | +48.2% |
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