+49.4%
TTWO vs RF
+92.1%
-42.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.6% | +2.7% | -4.2% | -2.0% |
| 30D | -13.5% | -3.4% | -10.1% | -13.0% |
| 3M | +0.3% | +6.4% | -6.0% | -0.6% |
| 6M | +0.8% | +13.4% | -12.6% | -1.1% |
| YTD | -16.7% | +14.2% | -30.9% | -18.5% |
| 1Y | -14.3% | +15.7% | -30.0% | -16.3% |
| 3Y | +49.4% | +91.3% | -41.9% | +36.1% |
| All | +49.4% | +92.1% | -42.7% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling