+394.9%
TTWO vs BAH
+207.9%
+186.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.4% | +4.3% | -3.9% | -0.5% |
| 30D | -11.3% | -2.5% | -8.9% | -10.9% |
| 3M | +1.6% | -0.9% | +2.5% | +1.3% |
| 6M | +2.1% | +1.5% | +0.6% | +0.8% |
| YTD | -15.8% | -8.0% | -7.9% | -15.4% |
| 1Y | -12.6% | -24.7% | +12.1% | -8.3% |
| 3Y | +48.2% | -28.4% | +76.6% | +49.1% |
| 5Y | +40.0% | +2.8% | +37.2% | +22.0% |
| All | +394.9% | +207.9% | +186.9% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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