+205.8%
RSP vs TTWO
+406.5%
-200.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -1.9% | +0.4% | -2.2% | -2.0% |
| 30D | -2.8% | -11.3% | +8.5% | -0.6% |
| 3M | +2.8% | +1.6% | +1.2% | +2.2% |
| 6M | +10.2% | +2.1% | +8.1% | +9.1% |
| YTD | +13.1% | -15.8% | +28.9% | +15.9% |
| 1Y | +14.8% | -12.6% | +27.4% | +16.6% |
| 3Y | +52.6% | +48.2% | +4.4% | +37.6% |
| 5Y | +51.6% | +40.0% | +11.7% | +34.7% |
| All | +205.8% | +406.5% | -200.7% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling