+394.9%
TTWO vs BP
+137.7%
+257.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +5.2% | -4.9% | -0.4% |
| 30D | -11.3% | +8.7% | -20.0% | -12.4% |
| 3M | +1.6% | +9.3% | -7.7% | 0.0% |
| 6M | +2.1% | +13.6% | -11.5% | -0.3% |
| YTD | -15.8% | +37.7% | -53.5% | -20.3% |
| 1Y | -12.6% | +40.6% | -53.2% | -17.7% |
| 3Y | +48.2% | +40.3% | +7.9% | +38.3% |
| 5Y | +40.0% | +141.4% | -101.4% | +19.9% |
| All | +394.9% | +137.7% | +257.2% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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