-11.1%
TTWO vs RF
+15.5%
-26.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | -13.4% | -4.3% | -9.1% | -13.1% |
| 3M | +3.1% | +5.9% | -2.8% | +2.9% |
| 6M | +3.8% | +14.1% | -10.4% | +2.9% |
| YTD | -15.3% | +13.8% | -29.0% | -15.2% |
| 1Y | -11.1% | +15.2% | -26.3% | -9.5% |
| All | -11.1% | +15.5% | -26.6% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling