+70.2%
TTWO vs REPL
-19.2%
+89.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | +0.4% | -14.1% | +14.5% | +0.8% |
| 30D | -11.3% | -15.2% | +3.9% | -11.0% |
| 3M | +1.6% | +49.9% | -48.3% | -0.9% |
| 6M | +2.1% | +63.5% | -61.5% | -3.9% |
| YTD | -15.8% | +32.9% | -48.8% | -20.2% |
| 1Y | -12.6% | +115.0% | -127.6% | -20.4% |
| 3Y | +48.2% | -34.7% | +82.9% | +31.8% |
| 5Y | +40.0% | -59.7% | +99.6% | +25.8% |
| All | +70.2% | -19.2% | +89.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling