+33.8%
TTWO vs RACE
+92.4%
-58.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.6% | -1.0% | -0.5% | -1.3% |
| 30D | -13.5% | -1.5% | -11.9% | -13.2% |
| 3M | +0.3% | +15.5% | -15.1% | -3.5% |
| 6M | +0.8% | +17.3% | -16.4% | -3.8% |
| YTD | -16.7% | +11.1% | -27.8% | -19.7% |
| 1Y | -14.3% | -14.3% | 0.0% | -11.8% |
| 3Y | +49.4% | +40.2% | +9.2% | +22.8% |
| 5Y | +33.8% | +92.6% | -58.8% | -4.0% |
| All | +33.8% | +92.4% | -58.7% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling