+40.9%
TTWO vs RCAT
+177.7%
-136.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | +1.3% | -5.4% | +6.7% | +1.5% |
| 30D | -13.4% | -24.2% | +10.8% | -12.7% |
| 3M | +3.1% | -25.8% | +28.9% | +3.7% |
| 6M | +3.8% | -44.9% | +48.7% | +4.8% |
| YTD | -15.3% | +1.9% | -17.2% | -16.0% |
| 1Y | -11.1% | -5.2% | -5.9% | -12.1% |
| 3Y | +52.0% | +759.6% | -707.6% | +41.6% |
| 5Y | +40.9% | +187.5% | -146.6% | +33.9% |
| All | +40.9% | +177.7% | -136.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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