+40.9%
TTWO vs BR
+8.0%
+32.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -3.0% | +3.3% | +1.4% |
| 30D | -11.3% | -0.3% | -11.0% | -11.4% |
| 3M | +1.6% | +17.3% | -15.7% | -4.6% |
| 6M | +2.1% | -6.7% | +8.8% | +4.2% |
| YTD | -15.8% | -23.4% | +7.6% | -7.5% |
| 1Y | -12.6% | -32.7% | +20.1% | +1.2% |
| 3Y | +48.2% | -5.9% | +54.1% | +45.3% |
| All | +40.9% | +8.0% | +32.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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