+48.2%
TTWO vs RIG
-31.7%
+79.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +0.4% | -3.1% | +3.4% | +0.5% |
| 30D | -11.3% | -0.5% | -10.8% | -11.3% |
| 3M | +1.6% | -6.0% | +7.6% | +1.8% |
| 6M | +2.1% | -10.1% | +12.2% | +2.4% |
| YTD | -15.8% | +37.3% | -53.1% | -17.7% |
| 1Y | -12.6% | +73.9% | -86.5% | -16.1% |
| 3Y | +48.2% | -30.2% | +78.4% | +45.8% |
| All | +48.2% | -31.7% | +79.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling