+964.6%
TTWO vs BND
+75.1%
+889.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.7% |
| 7D | +1.3% | -0.9% | +2.2% | +1.2% |
| 30D | -13.4% | -1.0% | -12.4% | -13.5% |
| 3M | +3.1% | -1.2% | +4.3% | +2.9% |
| 6M | +3.8% | -2.0% | +5.8% | +3.5% |
| YTD | -15.3% | -1.2% | -14.1% | -15.4% |
| 1Y | -11.1% | -0.5% | -10.6% | -11.1% |
| 3Y | +52.0% | +12.4% | +39.5% | +55.0% |
| 5Y | +40.9% | -2.5% | +43.4% | +34.0% |
| 10Y | +407.6% | +15.0% | +392.7% | +461.4% |
| All | +964.6% | +75.1% | +889.6% | +1,931.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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