+39.9%
BKNG vs TTWO
+50.8%
-10.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -9.8% | +0.4% | -10.2% | -9.9% |
| 30D | -17.9% | -11.3% | -6.5% | -14.9% |
| 3M | +6.6% | +1.6% | +5.0% | +5.5% |
| 6M | +1.1% | +2.1% | -1.0% | -0.6% |
| YTD | -18.2% | -15.8% | -2.4% | -14.8% |
| 1Y | -20.2% | -12.6% | -7.6% | -18.2% |
| 3Y | +39.9% | +48.2% | -8.4% | +18.7% |
| All | +39.9% | +50.8% | -10.9% | +18.7% |
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