+1,695.7%
TTWO vs BG
+1,169.9%
+525.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | +0.4% | +3.1% | -2.8% | -0.4% |
| 30D | -11.3% | +10.2% | -21.6% | -13.5% |
| 3M | +1.6% | -1.7% | +3.3% | +1.4% |
| 6M | +2.1% | +1.0% | +1.1% | +0.8% |
| YTD | -15.8% | +39.9% | -55.8% | -23.7% |
| 1Y | -12.6% | +53.2% | -65.8% | -22.9% |
| 3Y | +48.2% | +16.3% | +31.9% | +37.7% |
| 5Y | +40.0% | +83.9% | -43.9% | +11.7% |
| 10Y | +404.1% | +165.1% | +239.0% | +235.4% |
| All | +1,695.7% | +1,169.9% | +525.8% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling