+5,806.2%
TTWO vs RF
+240.8%
+5,565.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +10.7% | -1.3% | +12.1% | +11.0% |
| 30D | +10.8% | +4.6% | +6.1% | +9.8% |
| 3M | -7.7% | -8.4% | +0.8% | -6.2% |
| 6M | +4.4% | +8.9% | -4.4% | +2.6% |
| YTD | -9.7% | +8.8% | -18.5% | -11.5% |
| 1Y | -3.9% | +18.9% | -22.8% | -7.5% |
| 3Y | +56.4% | +116.0% | -59.6% | +32.6% |
| 5Y | +24.6% | +46.0% | -21.5% | +11.8% |
| 10Y | +382.4% | +231.7% | +150.7% | +241.7% |
| All | +5,806.2% | +240.8% | +5,565.3% | +2,948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling