+40.9%
TTWO vs BB
-26.5%
+67.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -11.3% | -12.5% | +1.2% | -9.7% |
| 3M | +1.6% | -17.4% | +19.0% | +3.3% |
| 6M | +2.1% | +119.1% | -117.1% | -13.2% |
| YTD | -15.8% | +102.4% | -118.2% | -27.4% |
| 1Y | -12.6% | +98.2% | -110.8% | -24.8% |
| 3Y | +48.2% | +46.9% | +1.3% | +30.3% |
| All | +40.9% | -26.5% | +67.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling