+38.3%
TTWO vs BROS
+38.3%
-0.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -2.3% | -6.6% | +4.3% | -1.6% |
| 30D | -16.7% | -12.3% | -4.4% | -15.6% |
| 3M | -0.4% | -22.2% | +21.8% | +1.8% |
| 6M | -1.6% | -14.3% | +12.7% | -0.9% |
| YTD | -17.5% | -26.6% | +9.0% | -15.6% |
| 1Y | -14.8% | -31.5% | +16.7% | -12.5% |
| 3Y | +47.9% | +62.3% | -14.4% | +34.3% |
| All | +38.3% | +38.3% | -0.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling