+10.2%
TTWO vs RDW
-0.7%
+11.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | -11.3% | -21.3% | +9.9% | -9.7% |
| 3M | +1.6% | -37.9% | +39.5% | +4.6% |
| 6M | +2.1% | +12.3% | -10.2% | -2.1% |
| YTD | -15.8% | +39.7% | -55.6% | -21.8% |
| 1Y | -12.6% | +25.7% | -38.3% | -19.1% |
| 3Y | +48.2% | +230.8% | -182.6% | +10.4% |
| 5Y | +40.0% | -8.8% | +48.7% | +12.4% |
| All | +10.2% | -0.7% | +11.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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