+373.9%
BAC vs TTWO
+5,717.4%
-5,343.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.2% | -1.6% | +2.7% | +1.4% |
| 30D | -0.7% | -13.5% | +12.7% | +1.8% |
| 3M | +16.9% | +0.3% | +16.6% | +16.5% |
| 6M | +29.6% | +0.8% | +28.7% | +28.7% |
| YTD | +15.3% | -16.7% | +31.9% | +18.1% |
| 1Y | +28.8% | -14.3% | +43.1% | +31.2% |
| 3Y | +136.4% | +49.4% | +87.0% | +115.8% |
| 5Y | +72.9% | +33.8% | +39.1% | +58.0% |
| 10Y | +391.8% | +392.8% | -1.0% | +237.8% |
| All | +373.9% | +5,717.4% | -5,343.5% | +127.1% |
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