+45.2%
TTWO vs REPL
-27.0%
+72.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -2.3% | -9.6% | +7.3% | -2.3% |
| 30D | -16.7% | +5.7% | -22.4% | -16.7% |
| 3M | -0.4% | +56.4% | -56.8% | -0.5% |
| 6M | -1.6% | +67.4% | -69.1% | -2.3% |
| YTD | -17.5% | +48.7% | -66.2% | -18.1% |
| 1Y | -14.8% | +148.3% | -163.1% | -15.8% |
| All | +45.2% | -27.0% | +72.3% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling