+5,381.8%
TTWO vs RF
+262.0%
+5,119.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -8.8% | +1.3% | -10.1% | -9.0% |
| 30D | -8.6% | -3.6% | -5.0% | -8.0% |
| 3M | -0.9% | +8.1% | -9.0% | -2.4% |
| 6M | -0.5% | +11.5% | -12.0% | -2.7% |
| YTD | -16.1% | +15.6% | -31.7% | -18.7% |
| 1Y | -10.8% | +15.7% | -26.5% | -13.7% |
| 3Y | +51.4% | +86.9% | -35.5% | +31.6% |
| 5Y | +33.7% | +89.8% | -56.1% | +14.2% |
| 10Y | +380.3% | +344.7% | +35.6% | +220.1% |
| All | +5,381.8% | +262.0% | +5,119.8% | +2,698.7% |
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