+2,092.1%
TTWO vs BUD
+198.8%
+1,893.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | -13.5% | -4.8% | -8.7% | -12.4% |
| 3M | +0.3% | +1.4% | -1.0% | -0.2% |
| 6M | +0.8% | +9.9% | -9.0% | -2.2% |
| YTD | -16.7% | +26.3% | -43.0% | -22.5% |
| 1Y | -14.3% | +36.1% | -50.4% | -22.1% |
| 3Y | +49.4% | +48.6% | +0.8% | +30.1% |
| 5Y | +33.8% | +45.0% | -11.2% | +15.1% |
| 10Y | +392.8% | -23.1% | +415.9% | +416.1% |
| All | +2,092.1% | +198.8% | +1,893.3% | +1,352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling