-10.8%
TTWO vs BNY
+59.6%
-70.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -8.8% | +1.4% | -10.2% | -9.3% |
| 30D | -8.6% | +3.8% | -12.5% | -10.0% |
| 3M | -0.9% | +14.9% | -15.8% | -7.1% |
| 6M | -0.5% | +40.3% | -40.8% | -16.3% |
| YTD | -16.1% | +43.8% | -59.9% | -29.4% |
| 1Y | -10.8% | +58.9% | -69.7% | -28.7% |
| All | -10.8% | +59.6% | -70.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling