+49.2%
TTWO vs BWA
+68.2%
-19.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -13.4% | -5.5% | -7.9% | -13.1% |
| 3M | +3.1% | -7.6% | +10.7% | +3.5% |
| 6M | +3.8% | +25.0% | -21.2% | +1.8% |
| YTD | -15.3% | +47.0% | -62.2% | -19.4% |
| 1Y | -11.1% | +54.0% | -65.1% | -16.2% |
| All | +49.2% | +68.2% | -19.0% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling