+1,079.6%
TTWO vs BURL
+1,051.1%
+28.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.4% | -0.1% |
| 7D | -8.8% | -2.8% | -6.0% | -8.4% |
| 30D | -8.6% | -28.2% | +19.6% | -4.1% |
| 3M | -0.9% | -17.6% | +16.7% | +1.8% |
| 6M | -0.5% | -11.8% | +11.3% | +0.6% |
| YTD | -16.1% | -8.1% | -8.0% | -15.8% |
| 1Y | -10.8% | -12.0% | +1.2% | -10.3% |
| 3Y | +51.4% | +63.3% | -11.9% | +34.7% |
| 5Y | +33.7% | -10.8% | +44.5% | +26.5% |
| 10Y | +380.3% | +215.9% | +164.4% | +246.1% |
| All | +1,079.6% | +1,051.1% | +28.5% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling