+4,870.9%
TTWO vs RBA
+4,075.0%
+796.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | +6.0% | +1.7% | +4.3% | +5.5% |
| 30D | +13.2% | +8.3% | +4.9% | +10.6% |
| 3M | -5.8% | +10.5% | -16.4% | -8.6% |
| 6M | +0.4% | -5.9% | +6.2% | +1.3% |
| YTD | -11.0% | -6.9% | -4.2% | -10.2% |
| 1Y | -4.1% | -4.9% | +0.8% | -3.9% |
| 3Y | +51.8% | +64.5% | -12.7% | +29.2% |
| 5Y | +21.3% | +46.1% | -24.8% | +3.8% |
| 10Y | +375.1% | +208.2% | +166.9% | +217.4% |
| All | +4,870.9% | +4,075.0% | +796.0% | +1,717.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling