-10.6%
BITO vs TTWO
+24.8%
-35.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +21.4% | -11.3% | +32.7% | +26.6% |
| 3M | +20.5% | +1.6% | +18.9% | +18.3% |
| 6M | +7.4% | +2.1% | +5.3% | +4.9% |
| YTD | -13.9% | -15.8% | +2.0% | -9.5% |
| 1Y | -35.1% | -12.6% | -22.5% | -33.1% |
| 3Y | +156.8% | +48.2% | +108.6% | +103.8% |
| All | -10.6% | +24.8% | -35.3% | -30.1% |
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