+5,346.0%
TTWO vs BP
+412.1%
+4,934.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | -13.5% | +9.1% | -22.6% | -15.7% |
| 3M | +0.3% | +3.9% | -3.6% | -1.3% |
| 6M | +0.8% | +13.6% | -12.8% | -3.9% |
| YTD | -16.7% | +34.0% | -50.7% | -24.7% |
| 1Y | -14.3% | +39.2% | -53.4% | -23.7% |
| 3Y | +49.4% | +36.4% | +13.0% | +31.4% |
| 5Y | +33.8% | +135.8% | -102.0% | -3.3% |
| 10Y | +392.8% | +125.0% | +267.8% | +228.0% |
| All | +5,346.0% | +412.1% | +4,934.0% | +2,612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling