+79.9%
TTWO vs REPL
+36.8%
+43.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +6.0% | +1.2% | +4.8% | +6.0% |
| 30D | +13.2% | +92.2% | -79.0% | +11.1% |
| 3M | -5.8% | +44.1% | -49.9% | -6.9% |
| 6M | +0.4% | +313.0% | -312.7% | -6.1% |
| YTD | -11.0% | +125.2% | -136.2% | -17.0% |
| 1Y | -4.1% | +143.8% | -147.9% | -10.8% |
| 3Y | +51.8% | +104.2% | -52.4% | +25.8% |
| 5Y | +21.3% | -34.5% | +55.8% | +7.8% |
| All | +79.9% | +36.8% | +43.1% | +35.7% |
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