+48.2%
TTWO vs BTDR
+4.4%
+43.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.8% |
| 7D | +0.4% | -3.4% | +3.8% | +0.5% |
| 30D | -11.3% | +32.6% | -43.9% | -12.4% |
| 3M | +1.6% | -32.2% | +33.8% | +2.6% |
| 6M | +2.1% | +52.4% | -50.3% | -1.0% |
| YTD | -15.8% | +6.7% | -22.5% | -17.4% |
| 1Y | -12.6% | -15.2% | +2.6% | -14.2% |
| 3Y | +48.2% | +14.9% | +33.3% | +36.9% |
| All | +48.2% | +4.4% | +43.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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