+48.2%
TTWO vs BB
+64.9%
-16.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -11.3% | -12.5% | +1.2% | -10.4% |
| 3M | +1.6% | -17.4% | +19.0% | +2.6% |
| 6M | +2.1% | +119.1% | -117.1% | -8.0% |
| YTD | -15.8% | +102.4% | -118.2% | -23.5% |
| 1Y | -12.6% | +98.2% | -110.8% | -20.6% |
| 3Y | +48.2% | +46.9% | +1.3% | +27.3% |
| All | +48.2% | +64.9% | -16.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling