+394.9%
TTWO vs BLK
+283.5%
+111.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.3% |
| 7D | +0.4% | -3.3% | +3.7% | +1.7% |
| 30D | -11.3% | -6.5% | -4.8% | -9.0% |
| 3M | +1.6% | +6.7% | -5.2% | -1.4% |
| 6M | +2.1% | +14.7% | -12.7% | -4.1% |
| YTD | -15.8% | +2.5% | -18.4% | -17.5% |
| 1Y | -12.6% | -2.8% | -9.8% | -12.7% |
| 3Y | +48.2% | +65.9% | -17.6% | +16.8% |
| 5Y | +40.0% | +33.0% | +7.0% | +17.9% |
| All | +394.9% | +283.5% | +111.4% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling