+40.9%
TTWO vs BTG
+78.0%
-37.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.4% | -3.8% | +4.1% | +0.9% |
| 30D | -11.3% | +3.6% | -15.0% | -11.9% |
| 3M | +1.6% | +32.0% | -30.4% | -2.8% |
| 6M | +2.1% | +3.4% | -1.3% | +0.3% |
| YTD | -15.8% | +20.8% | -36.6% | -19.3% |
| 1Y | -12.6% | +22.4% | -35.0% | -16.9% |
| 3Y | +48.2% | +91.7% | -43.5% | +29.2% |
| All | +40.9% | +78.0% | -37.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling