+5,346.0%
TTWO vs BAX
+278.5%
+5,067.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.4% |
| 7D | -1.6% | -2.4% | +0.9% | -0.9% |
| 30D | -13.5% | -9.7% | -3.7% | -11.1% |
| 3M | +0.3% | +29.3% | -28.9% | -6.9% |
| 6M | +0.8% | +40.7% | -39.8% | -9.2% |
| YTD | -16.7% | +30.3% | -47.0% | -24.0% |
| 1Y | -14.3% | +3.4% | -17.7% | -17.2% |
| 3Y | +49.4% | -32.0% | +81.4% | +57.0% |
| 5Y | +33.8% | -66.9% | +100.6% | +71.7% |
| 10Y | +392.8% | -37.1% | +429.9% | +415.1% |
| All | +5,346.0% | +278.5% | +5,067.6% | +3,560.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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