+51.8%
TTWO vs BURL
+87.4%
-35.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.7% |
| 7D | +6.0% | -1.6% | +7.6% | +6.1% |
| 30D | +13.2% | -7.7% | +21.0% | +14.0% |
| 3M | -5.8% | -31.7% | +25.8% | -2.7% |
| 6M | +0.4% | -15.2% | +15.5% | +1.5% |
| YTD | -11.0% | -15.9% | +4.9% | -10.3% |
| 1Y | -4.1% | -14.2% | +10.1% | -3.7% |
| 3Y | +51.8% | +93.5% | -41.7% | +44.0% |
| All | +51.8% | +87.4% | -35.6% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling