+5,401.7%
TTWO vs BTI
+3,158.2%
+2,243.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -11.3% | -1.1% | -10.3% | -11.2% |
| 3M | +1.6% | -8.8% | +10.4% | +3.2% |
| 6M | +2.1% | -4.0% | +6.0% | +2.5% |
| YTD | -15.8% | +0.4% | -16.2% | -16.4% |
| 1Y | -12.6% | +1.9% | -14.5% | -13.5% |
| 3Y | +48.2% | +108.5% | -60.3% | +26.9% |
| 5Y | +40.0% | +118.5% | -78.6% | +18.0% |
| 10Y | +404.1% | +75.1% | +329.0% | +331.7% |
| All | +5,401.7% | +3,158.2% | +2,243.5% | +4,451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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