+912.2%
BX vs TTWO
+930.5%
-18.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.3% |
| 7D | -5.7% | -2.3% | -3.4% | -4.9% |
| 30D | -8.9% | -16.7% | +7.8% | -3.5% |
| 3M | +8.4% | -0.4% | +8.8% | +8.0% |
| 6M | +18.9% | -1.6% | +20.6% | +18.8% |
| YTD | -13.6% | -17.5% | +3.9% | -8.9% |
| 1Y | -22.4% | -14.8% | -7.6% | -19.3% |
| 3Y | +26.0% | +47.9% | -21.9% | +8.1% |
| 5Y | +18.8% | +34.5% | -15.7% | +3.0% |
| 10Y | +668.7% | +394.0% | +274.7% | +307.5% |
| All | +912.2% | +930.5% | -18.3% | +277.4% |
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 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