+617.3%
TTWO vs RACE
+649.8%
-32.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.4% |
| 30D | +13.2% | +6.1% | +7.1% | +11.2% |
| 3M | -5.8% | -0.3% | -5.5% | -5.9% |
| 6M | +0.4% | +23.4% | -23.1% | -6.2% |
| YTD | -11.0% | +12.5% | -23.6% | -15.1% |
| 1Y | -4.1% | -0.5% | -3.6% | -5.1% |
| 3Y | +51.8% | +23.6% | +28.2% | +34.3% |
| 5Y | +21.3% | +65.4% | -44.1% | -4.8% |
| 10Y | +375.1% | +715.5% | -340.4% | +136.7% |
| All | +617.3% | +649.8% | -32.4% | +260.9% |
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