+40.9%
TTWO vs BWA
+87.2%
-46.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -11.3% | -2.9% | -8.4% | -11.0% |
| 3M | +1.6% | -10.7% | +12.3% | +3.3% |
| 6M | +2.1% | +26.5% | -24.4% | -2.9% |
| YTD | -15.8% | +49.1% | -64.9% | -23.8% |
| 1Y | -12.6% | +52.1% | -64.7% | -21.4% |
| 3Y | +48.2% | +72.6% | -24.4% | +27.1% |
| All | +40.9% | +87.2% | -46.3% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling