+394.9%
TTWO vs RACE
+844.0%
-449.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.1% |
| 7D | +0.4% | +0.9% | -0.6% | +0.1% |
| 30D | -11.3% | +1.6% | -12.9% | -11.9% |
| 3M | +1.6% | +13.2% | -11.6% | -2.5% |
| 6M | +2.1% | +22.9% | -20.8% | -5.1% |
| YTD | -15.8% | +13.3% | -29.1% | -20.0% |
| 1Y | -12.6% | -12.7% | +0.1% | -10.3% |
| 3Y | +48.2% | +40.3% | +7.9% | +23.3% |
| 5Y | +40.0% | +96.5% | -56.5% | +0.6% |
| All | +394.9% | +844.0% | -449.1% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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