+51.8%
TTWO vs RL
+250.5%
-198.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | +6.0% | +2.6% | +3.4% | +5.5% |
| 30D | +13.2% | +2.9% | +10.3% | +12.6% |
| 3M | -5.8% | 0.0% | -5.8% | -6.0% |
| 6M | +0.4% | +17.1% | -16.7% | -2.7% |
| YTD | -11.0% | +10.1% | -21.1% | -13.2% |
| 1Y | -4.1% | +17.3% | -21.4% | -7.6% |
| 3Y | +51.8% | +249.3% | -197.5% | +24.3% |
| All | +51.8% | +250.5% | -198.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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