+735.5%
TTWO vs BTG
+373.5%
+362.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.4% | -3.8% | +4.1% | +0.6% |
| 30D | -11.3% | +3.6% | -15.0% | -11.6% |
| 3M | +1.6% | +32.0% | -30.4% | -0.3% |
| 6M | +2.1% | +3.4% | -1.3% | +1.3% |
| YTD | -15.8% | +20.8% | -36.6% | -17.3% |
| 1Y | -12.6% | +22.4% | -35.0% | -14.4% |
| 3Y | +48.2% | +91.7% | -43.5% | +40.4% |
| 5Y | +40.0% | +79.0% | -39.0% | +32.4% |
| 10Y | +404.1% | +152.6% | +251.6% | +364.4% |
| All | +735.5% | +373.5% | +362.0% | +625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling