+5,291.1%
TTWO vs RIG
-79.9%
+5,371.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.3% | -8.2% | +5.9% | -1.4% |
| 30D | -16.7% | -0.2% | -16.6% | -16.8% |
| 3M | -0.4% | -2.7% | +2.3% | -0.4% |
| 6M | -1.6% | -7.5% | +5.8% | -1.5% |
| YTD | -17.5% | +38.3% | -55.8% | -21.6% |
| 1Y | -14.8% | +81.8% | -96.7% | -22.0% |
| 3Y | +47.9% | -30.2% | +78.1% | +46.8% |
| 5Y | +34.5% | +59.9% | -25.5% | +14.6% |
| 10Y | +394.0% | -41.9% | +435.9% | +284.2% |
| All | +5,291.1% | -79.9% | +5,371.0% | +4,357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling