+40.9%
TTWO vs BP
+139.4%
-98.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.6% |
| 7D | +1.3% | +5.7% | -4.4% | +0.4% |
| 30D | -13.4% | +8.1% | -21.5% | -14.5% |
| 3M | +3.1% | +8.6% | -5.5% | +1.4% |
| 6M | +3.8% | +18.1% | -14.4% | +0.2% |
| YTD | -15.3% | +37.6% | -52.9% | -20.8% |
| 1Y | -11.1% | +39.4% | -50.5% | -17.3% |
| 3Y | +52.0% | +40.1% | +11.9% | +39.6% |
| 5Y | +40.9% | +141.3% | -100.4% | +16.8% |
| All | +40.9% | +139.4% | -98.4% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling