+1,023.5%
TTWO vs BIL
+30.4%
+993.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.5% |
| 7D | -8.8% | +0.1% | -8.9% | -8.2% |
| 30D | -8.6% | +0.3% | -8.9% | -6.4% |
| 3M | -0.9% | +0.9% | -1.8% | +6.2% |
| 6M | -0.5% | +1.8% | -2.3% | +13.8% |
| YTD | -16.1% | +2.4% | -18.6% | +0.3% |
| 1Y | -10.8% | +3.7% | -14.5% | +17.0% |
| 3Y | +51.4% | +14.2% | +37.2% | +305.5% |
| 5Y | +33.7% | +19.4% | +14.3% | +408.2% |
| 10Y | +380.3% | +25.2% | +355.1% | +2,575.9% |
| All | +1,023.5% | +30.4% | +993.1% | +7,877.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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