+394.9%
TTWO vs BN
+265.2%
+129.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | -5.2% | +5.5% | +2.1% |
| 30D | -11.3% | -14.5% | +3.1% | -6.9% |
| 3M | +1.6% | -15.0% | +16.6% | +6.8% |
| 6M | +2.1% | -5.4% | +7.5% | +3.4% |
| YTD | -15.8% | -16.4% | +0.6% | -11.5% |
| 1Y | -12.6% | -16.2% | +3.6% | -8.4% |
| 3Y | +48.2% | +67.5% | -19.3% | +21.6% |
| 5Y | +40.0% | +34.1% | +5.8% | +21.1% |
| All | +394.9% | +265.2% | +129.7% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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