+28.3%
TTWO vs REPL
-35.0%
+63.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | -5.8% | +44.1% | -49.9% | -6.4% |
| 6M | +0.4% | +313.0% | -312.7% | -3.1% |
| YTD | -11.0% | +125.2% | -136.2% | -14.2% |
| 1Y | -4.1% | +143.8% | -147.9% | -7.7% |
| 3Y | +51.8% | +104.2% | -52.4% | +34.3% |
| All | +28.3% | -35.0% | +63.3% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling