+103.9%
TTWO vs BAM
+66.1%
+37.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | +1.3% | -6.1% | +7.4% | +3.2% |
| 30D | -13.4% | -13.8% | +0.4% | -9.7% |
| 3M | +3.1% | +4.4% | -1.3% | +1.3% |
| 6M | +3.8% | +6.4% | -2.6% | +1.1% |
| YTD | -15.3% | -7.1% | -8.2% | -14.2% |
| 1Y | -11.1% | -11.8% | +0.7% | -8.8% |
| 3Y | +52.0% | +50.2% | +1.8% | +30.9% |
| All | +103.9% | +66.1% | +37.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling