+394.0%
TTWO vs RF
+334.5%
+59.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -16.7% | -4.0% | -12.7% | -16.3% |
| 3M | -0.4% | +5.6% | -6.0% | -1.2% |
| 6M | -1.6% | +13.1% | -14.7% | -3.4% |
| YTD | -17.5% | +13.6% | -31.1% | -19.1% |
| 1Y | -14.8% | +16.0% | -30.8% | -16.8% |
| 3Y | +47.9% | +90.2% | -42.3% | +33.8% |
| 5Y | +34.5% | +87.0% | -52.5% | +21.3% |
| 10Y | +394.0% | +338.5% | +55.5% | +335.3% |
| All | +394.0% | +334.5% | +59.5% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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