-10.8%
TTWO vs RGEN
+45.2%
-56.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.4% |
| 7D | -8.8% | -4.9% | -3.9% | -8.4% |
| 30D | -8.6% | +5.7% | -14.3% | -9.2% |
| 3M | -0.9% | +32.4% | -33.3% | -4.4% |
| 6M | -0.5% | +33.2% | -33.7% | -4.1% |
| YTD | -16.1% | +2.3% | -18.4% | -15.6% |
| 1Y | -10.8% | +39.0% | -49.8% | -8.5% |
| All | -10.8% | +45.2% | -56.0% | -8.5% |
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