+209.9%
BKNG vs TTWO
+410.0%
-200.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.2% |
| 7D | -10.7% | +1.3% | -12.0% | -10.9% |
| 30D | -18.1% | -13.4% | -4.7% | -15.2% |
| 3M | +8.5% | +3.1% | +5.4% | +7.4% |
| 6M | -0.1% | +3.8% | -3.8% | -1.6% |
| YTD | -18.2% | -15.3% | -3.0% | -15.5% |
| 1Y | -19.9% | -11.1% | -8.8% | -18.3% |
| 3Y | +41.6% | +52.0% | -10.4% | +25.3% |
| 5Y | +93.1% | +40.9% | +52.2% | +69.0% |
| All | +209.9% | +410.0% | -200.1% | +111.2% |
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