+360.5%
BE vs TTWO
-10.0%
+370.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +20.0% | -8.8% | +28.8% | +25.2% |
| 30D | +7.9% | -8.6% | +16.5% | +11.2% |
| 3M | -13.2% | -0.9% | -12.3% | -15.3% |
| 6M | +53.5% | -0.5% | +54.0% | +48.3% |
| YTD | +191.0% | -16.1% | +207.2% | +203.6% |
| 1Y | +360.5% | -10.8% | +371.3% | +394.4% |
| All | +360.5% | -10.0% | +370.5% | +394.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling