+576.0%
TTWO vs RACE
+647.6%
-71.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -8.8% | -2.5% | -6.3% | -8.1% |
| 30D | -8.6% | +0.8% | -9.4% | -8.9% |
| 3M | -0.9% | +17.2% | -18.1% | -5.7% |
| 6M | -0.5% | +13.6% | -14.1% | -4.9% |
| YTD | -16.1% | +12.2% | -28.4% | -19.9% |
| 1Y | -10.8% | -16.3% | +5.5% | -7.4% |
| 3Y | +51.4% | +36.4% | +14.9% | +29.3% |
| 5Y | +33.7% | +95.0% | -61.2% | -0.6% |
| 10Y | +380.3% | +813.2% | -433.0% | +134.2% |
| All | +576.0% | +647.6% | -71.6% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling