-11.1%
TTWO vs RACE
-13.6%
+2.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.5% |
| 7D | +1.3% | -2.2% | +3.5% | +1.6% |
| 30D | -13.4% | -0.4% | -13.0% | -13.4% |
| 3M | +3.1% | +17.9% | -14.8% | +0.8% |
| 6M | +3.8% | +19.3% | -15.5% | +1.1% |
| YTD | -15.3% | +11.9% | -27.1% | -17.7% |
| 1Y | -11.1% | -12.7% | +1.6% | -12.5% |
| All | -11.1% | -13.6% | +2.5% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling