+41.7%
TTWO vs RF
+115.2%
-73.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.8% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | -2.8% | +7.0% | -9.9% | -3.9% |
| 3M | -15.9% | -7.0% | -8.8% | -15.0% |
| 6M | -5.9% | +6.8% | -12.7% | -6.9% |
| YTD | -19.0% | +9.9% | -28.9% | -20.4% |
| 1Y | -10.6% | +21.1% | -31.7% | -13.6% |
| 3Y | +41.7% | +119.6% | -77.9% | +24.1% |
| All | +41.7% | +115.2% | -73.4% | +24.1% |
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