-10.8%
TTWO vs BWA
+59.1%
-69.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.4% |
| 7D | -8.8% | +5.7% | -14.5% | -8.5% |
| 30D | -8.6% | +1.4% | -10.0% | -8.5% |
| 3M | -0.9% | -12.1% | +11.2% | -1.9% |
| 6M | -0.5% | +28.6% | -29.1% | +1.6% |
| YTD | -16.1% | +51.1% | -67.2% | -16.4% |
| 1Y | -10.8% | +55.9% | -66.7% | -11.4% |
| All | -10.8% | +59.1% | -69.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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