+1,003.0%
BE vs TTWO
+71.5%
+931.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +7.1% |
| 7D | +9.0% | +0.4% | +8.7% | +8.7% |
| 30D | +16.3% | -11.3% | +27.6% | +23.7% |
| 3M | +10.8% | +1.6% | +9.2% | +8.0% |
| 6M | +73.2% | +2.1% | +71.1% | +67.5% |
| YTD | +217.4% | -15.8% | +233.2% | +241.6% |
| 1Y | +309.8% | -12.6% | +322.4% | +333.5% |
| 3Y | +1,726.2% | +48.2% | +1,677.9% | +1,315.6% |
| 5Y | +1,306.2% | +40.0% | +1,266.2% | +985.4% |
| All | +1,003.0% | +71.5% | +931.5% | +676.6% |
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