+45.2%
TTWO vs RL
+198.9%
-153.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -16.7% | -17.5% | +0.8% | -14.1% |
| 3M | -0.4% | -14.0% | +13.6% | +1.8% |
| 6M | -1.6% | -2.0% | +0.3% | -2.2% |
| YTD | -17.5% | -4.6% | -12.9% | -17.6% |
| 1Y | -14.8% | +9.5% | -24.3% | -17.3% |
| All | +45.2% | +198.9% | -153.7% | +9.8% |
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