+394.9%
TTWO vs BNY
+416.3%
-21.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | -11.3% | -0.2% | -11.2% | -11.3% |
| 3M | +1.6% | +14.9% | -13.3% | -2.2% |
| 6M | +2.1% | +40.0% | -37.9% | -6.7% |
| YTD | -15.8% | +42.0% | -57.8% | -23.3% |
| 1Y | -12.6% | +56.9% | -69.5% | -22.4% |
| 3Y | +48.2% | +289.9% | -241.7% | +4.9% |
| 5Y | +40.0% | +259.2% | -219.2% | -0.9% |
| All | +394.9% | +416.3% | -21.4% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling