+1,144.5%
RSP vs TTWO
+1,418.9%
-274.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.4% | +6.0% | -3.7% | +1.1% |
| 30D | +4.3% | +13.2% | -8.9% | +1.6% |
| 3M | -0.3% | -5.8% | +5.5% | +0.5% |
| 6M | +9.8% | +0.4% | +9.5% | +8.9% |
| YTD | +16.8% | -11.0% | +27.9% | +18.1% |
| 1Y | +19.5% | -4.1% | +23.6% | +19.0% |
| 3Y | +65.1% | +51.8% | +13.4% | +48.3% |
| 5Y | +48.7% | +21.3% | +27.4% | +36.6% |
| 10Y | +213.6% | +375.1% | -161.6% | +109.4% |
| All | +1,144.5% | +1,418.9% | -274.4% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling