+287.5%
BAC vs TTWO
+6,113.7%
-5,826.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.2% | +6.0% | -2.8% | +2.1% |
| 30D | -0.7% | +13.2% | -13.9% | -3.0% |
| 3M | -20.0% | -5.8% | -14.2% | -19.4% |
| 6M | +3.4% | +0.4% | +3.1% | +2.7% |
| YTD | -5.7% | -11.0% | +5.3% | -4.8% |
| 1Y | -1.4% | -4.1% | +2.7% | -1.8% |
| 3Y | +97.9% | +51.8% | +46.1% | +79.9% |
| 5Y | +22.9% | +21.3% | +1.6% | +14.1% |
| 10Y | +235.3% | +375.1% | -139.8% | +131.6% |
| All | +287.5% | +6,113.7% | -5,826.1% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling