+1,677.5%
TTWO vs RCAT
-100.0%
+1,777.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.7% |
| 7D | -1.6% | +5.4% | -7.0% | -1.6% |
| 30D | -13.5% | -5.6% | -7.9% | -13.5% |
| 3M | +0.3% | -30.2% | +30.6% | +0.4% |
| 6M | +0.8% | -43.4% | +44.2% | +0.9% |
| YTD | -16.7% | +9.6% | -26.3% | -16.8% |
| 1Y | -14.3% | -2.0% | -12.3% | -14.4% |
| 3Y | +49.4% | +825.0% | -775.6% | +47.9% |
| 5Y | +33.8% | +199.8% | -166.1% | +32.6% |
| 10Y | +392.8% | -98.4% | +491.2% | +370.7% |
| All | +1,677.5% | -100.0% | +1,777.5% | +1,412.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling