+26.7%
TTWO vs BTDR
+15.3%
+11.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.2% | +3.0% |
| 7D | +1.3% | -3.2% | +4.5% | +1.4% |
| 30D | -13.4% | +32.7% | -46.1% | -14.3% |
| 3M | +3.1% | -28.4% | +31.5% | +3.7% |
| 6M | +3.8% | +51.7% | -47.9% | +1.2% |
| YTD | -15.3% | +2.9% | -18.1% | -16.4% |
| 1Y | -11.1% | -15.5% | +4.4% | -12.4% |
| 3Y | +52.0% | 0.0% | +52.0% | +44.7% |
| 5Y | +40.9% | +16.5% | +24.5% | +31.6% |
| All | +26.7% | +15.3% | +11.4% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling