-17.2%
TTWO vs RGEN
+19.5%
-36.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.2% | +7.1% |
| 7D | +7.0% | -3.5% | +10.5% | +7.3% |
| 30D | +2.7% | -6.0% | +8.6% | +3.2% |
| 3M | -13.0% | +19.0% | -32.0% | -15.1% |
| 6M | -7.2% | +50.7% | -58.0% | -13.6% |
| YTD | -18.4% | +8.8% | -27.2% | -14.1% |
| 1Y | -17.2% | +21.3% | -38.5% | -16.6% |
| All | -17.2% | +19.5% | -36.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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