+1,611.9%
BE vs TTWO
+51.8%
+1,560.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -5.5% |
| 7D | +9.7% | +1.3% | +8.4% | +8.8% |
| 30D | +22.4% | -13.4% | +35.8% | +32.0% |
| 3M | +10.4% | +3.1% | +7.3% | +5.9% |
| 6M | +67.9% | +3.8% | +64.1% | +59.2% |
| YTD | +197.5% | -15.3% | +212.8% | +218.1% |
| 1Y | +310.6% | -11.1% | +321.7% | +327.9% |
| All | +1,611.9% | +51.8% | +1,560.0% | +1,081.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling