+394.9%
TTWO vs BUD
-22.3%
+417.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | -11.3% | -1.2% | -10.1% | -11.2% |
| 3M | +1.6% | -4.9% | +6.5% | +2.3% |
| 6M | +2.1% | +9.3% | -7.2% | +0.3% |
| YTD | -15.8% | +24.0% | -39.8% | -19.2% |
| 1Y | -12.6% | +34.5% | -47.1% | -17.3% |
| 3Y | +48.2% | +43.7% | +4.5% | +37.1% |
| 5Y | +40.0% | +46.0% | -6.0% | +27.7% |
| All | +394.9% | -22.3% | +417.1% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling