+48.2%
TTWO vs BROS
+59.1%
-10.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +0.4% | -5.8% | +6.1% | +1.0% |
| 30D | -11.3% | -14.0% | +2.6% | -9.9% |
| 3M | +1.6% | -32.5% | +34.1% | +5.6% |
| 6M | +2.1% | -14.9% | +17.0% | +2.8% |
| YTD | -15.8% | -28.3% | +12.4% | -13.7% |
| 1Y | -12.6% | -34.0% | +21.4% | -9.8% |
| 3Y | +48.2% | +63.0% | -14.7% | +33.4% |
| All | +48.2% | +59.1% | -10.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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