+40.9%
TTWO vs RL
+223.8%
-182.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.7% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | -13.4% | -15.3% | +2.0% | -10.1% |
| 3M | +3.1% | -10.3% | +13.4% | +5.4% |
| 6M | +3.8% | -2.2% | +6.0% | +3.1% |
| YTD | -15.3% | -4.3% | -11.0% | -15.5% |
| 1Y | -11.1% | +8.9% | -20.0% | -14.4% |
| 3Y | +52.0% | +201.4% | -149.5% | +6.5% |
| 5Y | +40.9% | +230.6% | -189.6% | -6.1% |
| All | +40.9% | +223.8% | -182.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling