+145.0%
TRV vs TTWO
+50.8%
+94.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | +1.9% | +0.4% | +1.6% | +1.9% |
| 30D | +1.7% | -11.3% | +13.0% | +2.3% |
| 3M | +23.9% | +1.6% | +22.3% | +23.6% |
| 6M | +26.3% | +2.1% | +24.2% | +25.8% |
| YTD | +30.8% | -15.8% | +46.7% | +32.3% |
| 1Y | +36.3% | -12.6% | +48.9% | +37.3% |
| 3Y | +145.0% | +48.2% | +96.8% | +145.2% |
| All | +145.0% | +50.8% | +94.2% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling