+5,439.7%
TTWO vs RJF
+5,933.6%
-493.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +1.3% | -4.2% | +5.5% | +2.7% |
| 30D | -13.4% | -3.6% | -9.8% | -12.4% |
| 3M | +3.1% | +15.6% | -12.6% | -1.8% |
| 6M | +3.8% | +17.6% | -13.8% | -1.9% |
| YTD | -15.3% | +9.2% | -24.5% | -18.2% |
| 1Y | -11.1% | +5.5% | -16.6% | -13.4% |
| 3Y | +52.0% | +70.3% | -18.4% | +24.2% |
| 5Y | +40.9% | +106.0% | -65.1% | +6.3% |
| 10Y | +407.6% | +425.1% | -17.4% | +158.3% |
| All | +5,439.7% | +5,933.6% | -493.9% | +1,461.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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