+171.6%
BKR vs TTWO
+39.3%
+132.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -8.1% | -11.3% | +3.2% | -6.7% |
| 3M | -6.6% | +1.6% | -8.2% | -7.2% |
| 6M | +0.9% | +2.1% | -1.2% | -0.1% |
| YTD | +31.1% | -15.8% | +46.9% | +33.8% |
| 1Y | +27.7% | -12.6% | +40.3% | +29.2% |
| 3Y | +71.2% | +48.2% | +23.0% | +55.9% |
| All | +171.6% | +39.3% | +132.3% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling