+5,346.0%
TTWO vs RGEN
+15,761.6%
-10,415.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -13.5% | +2.8% | -16.3% | -13.8% |
| 3M | +0.3% | +34.5% | -34.1% | -2.7% |
| 6M | +0.8% | +40.5% | -39.6% | -2.9% |
| YTD | -16.7% | +2.8% | -19.5% | -17.4% |
| 1Y | -14.3% | +39.6% | -53.9% | -17.6% |
| 3Y | +49.4% | +4.4% | +45.0% | +44.6% |
| 5Y | +33.8% | -42.8% | +76.5% | +34.0% |
| 10Y | +392.8% | +406.7% | -13.9% | +307.5% |
| All | +5,346.0% | +15,761.6% | -10,415.6% | +3,006.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling