+394.9%
TTWO vs BDX
+59.3%
+335.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.4% | -3.2% | +3.5% | +1.3% |
| 30D | -11.3% | -2.5% | -8.8% | -10.7% |
| 3M | +1.6% | +21.4% | -19.8% | -4.6% |
| 6M | +2.1% | +10.4% | -8.3% | -1.5% |
| YTD | -15.8% | +18.8% | -34.7% | -21.1% |
| 1Y | -12.6% | +21.7% | -34.3% | -18.9% |
| 3Y | +48.2% | -10.0% | +58.2% | +50.3% |
| 5Y | +40.0% | -1.8% | +41.8% | +34.9% |
| All | +394.9% | +59.3% | +335.6% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling