-12.6%
TTWO vs BG
+53.0%
-65.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.8% |
| 7D | +0.4% | +3.1% | -2.8% | +0.5% |
| 30D | -11.3% | +10.2% | -21.6% | -10.9% |
| 3M | +1.6% | -1.7% | +3.3% | +1.7% |
| 6M | +2.1% | +1.0% | +1.1% | +2.0% |
| YTD | -15.8% | +39.9% | -55.8% | -17.6% |
| 1Y | -12.6% | +53.2% | -65.8% | -15.5% |
| All | -12.6% | +53.0% | -65.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling