+48.2%
TTWO vs BRO
-7.6%
+55.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | -7.3% | +7.7% | +1.5% |
| 30D | -11.3% | -6.9% | -4.5% | -10.4% |
| 3M | +1.6% | +10.7% | -9.1% | -0.1% |
| 6M | +2.1% | -2.7% | +4.8% | +1.9% |
| YTD | -15.8% | -16.3% | +0.5% | -14.1% |
| 1Y | -12.6% | -29.1% | +16.5% | -7.5% |
| 3Y | +48.2% | -7.8% | +56.0% | +52.6% |
| All | +48.2% | -7.6% | +55.8% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling