+2,567.2%
TTWO vs BB
+261.2%
+2,306.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -2.3% | +1.8% | -4.2% | -2.6% |
| 30D | -16.7% | -12.2% | -4.5% | -15.3% |
| 3M | -0.4% | -12.3% | +11.9% | +0.3% |
| 6M | -1.6% | +122.7% | -124.3% | -14.2% |
| YTD | -17.5% | +104.5% | -122.0% | -27.1% |
| 1Y | -14.8% | +106.7% | -121.5% | -25.2% |
| 3Y | +47.9% | +70.0% | -22.1% | +27.6% |
| 5Y | +34.5% | -27.8% | +62.2% | +27.2% |
| 10Y | +394.0% | +2.4% | +391.6% | +280.5% |
| All | +2,567.2% | +261.2% | +2,306.0% | +1,232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling