+787.4%
TTWO vs BIDU
+1,272.6%
-485.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.1% |
| 7D | +1.3% | -5.2% | +6.5% | +2.4% |
| 30D | -13.4% | -14.5% | +1.1% | -10.7% |
| 3M | +3.1% | -22.9% | +26.0% | +8.4% |
| 6M | +3.8% | -27.8% | +31.6% | +9.8% |
| YTD | -15.3% | -30.7% | +15.4% | -10.1% |
| 1Y | -11.1% | -15.8% | +4.7% | -10.7% |
| 3Y | +52.0% | -33.2% | +85.2% | +55.3% |
| 5Y | +40.9% | -44.8% | +85.7% | +40.4% |
| 10Y | +407.6% | -50.3% | +457.9% | +381.2% |
| All | +787.4% | +1,272.6% | -485.2% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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