-12.0%
TTWO vs RBA
-30.3%
+18.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +3.0% |
| 7D | +1.3% | -3.3% | +4.6% | +2.1% |
| 30D | -13.4% | -9.8% | -3.6% | -11.3% |
| 3M | +3.1% | -23.5% | +26.5% | +8.9% |
| 6M | +3.8% | -21.5% | +25.3% | +8.8% |
| YTD | -15.3% | -21.2% | +5.9% | -7.1% |
| All | -12.0% | -30.3% | +18.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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