+1,115.0%
RSP vs TTWO
+1,322.0%
-207.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | -1.5% | -13.5% | +11.9% | +1.2% |
| 3M | +4.8% | +0.3% | +4.4% | +4.4% |
| 6M | +10.3% | +0.8% | +9.4% | +9.4% |
| YTD | +14.1% | -16.7% | +30.8% | +17.2% |
| 1Y | +17.0% | -14.3% | +31.3% | +19.3% |
| 3Y | +54.2% | +49.4% | +4.8% | +39.2% |
| 5Y | +51.5% | +33.8% | +17.7% | +36.8% |
| 10Y | +204.4% | +392.8% | -188.4% | +102.1% |
| All | +1,115.0% | +1,322.0% | -207.0% | +452.9% |
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