-12.6%
TTWO vs BTSG
+113.2%
-125.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +0.4% | -3.3% | +3.7% | +0.6% |
| 30D | -11.3% | -1.6% | -9.7% | -11.3% |
| 3M | +1.6% | -6.9% | +8.5% | +1.6% |
| 6M | +2.1% | +42.1% | -40.0% | -5.1% |
| YTD | -15.8% | +56.8% | -72.7% | -22.9% |
| 1Y | -12.6% | +109.8% | -122.4% | -22.9% |
| All | -12.6% | +113.2% | -125.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling