-0.1%
TTWO vs BIYA
-99.8%
+99.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +2.7% | -4.3% | -1.6% |
| 30D | -13.5% | -18.7% | +5.2% | -13.5% |
| 3M | +0.3% | -72.0% | +72.4% | -0.3% |
| 6M | +0.8% | -86.4% | +87.2% | +1.0% |
| YTD | -16.7% | -94.2% | +77.5% | -16.6% |
| 1Y | -14.3% | -98.4% | +84.2% | -12.9% |
| All | -0.1% | -99.8% | +99.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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