+5,291.1%
TTWO vs BBWI
+808.5%
+4,482.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | +0.2% |
| 7D | -2.3% | -4.4% | +2.1% | -1.5% |
| 30D | -16.7% | -7.4% | -9.3% | -15.7% |
| 3M | -0.4% | -2.2% | +1.8% | -0.6% |
| 6M | -1.6% | -16.3% | +14.7% | +0.1% |
| YTD | -17.5% | -9.1% | -8.4% | -18.0% |
| 1Y | -14.8% | -34.5% | +19.7% | -10.8% |
| 3Y | +47.9% | -47.0% | +94.8% | +54.1% |
| 5Y | +34.5% | -68.8% | +103.3% | +50.5% |
| 10Y | +394.0% | -57.4% | +451.4% | +346.1% |
| All | +5,291.1% | +808.5% | +4,482.7% | +2,226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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