+279.2%
RTX vs TTWO
+406.5%
-127.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -11.0% | -11.3% | +0.4% | -9.7% |
| 3M | +7.7% | +1.6% | +6.1% | +7.3% |
| 6M | -3.9% | +2.1% | -6.0% | -4.4% |
| YTD | +9.0% | -15.8% | +24.8% | +10.7% |
| 1Y | +27.3% | -12.6% | +39.9% | +28.5% |
| 3Y | +172.9% | +48.2% | +124.7% | +155.4% |
| 5Y | +165.2% | +40.0% | +125.2% | +145.0% |
| All | +279.2% | +406.5% | -127.3% | +204.0% |
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