+3,862.3%
TTWO vs RL
+1,517.3%
+2,345.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | +6.0% | +2.6% | +3.4% | +5.3% |
| 30D | +13.2% | +2.9% | +10.3% | +12.2% |
| 3M | -5.8% | 0.0% | -5.8% | -6.1% |
| 6M | +0.4% | +17.1% | -16.7% | -4.1% |
| YTD | -11.0% | +10.1% | -21.1% | -14.3% |
| 1Y | -4.1% | +17.3% | -21.4% | -9.1% |
| 3Y | +51.8% | +249.3% | -197.5% | +7.6% |
| 5Y | +21.3% | +240.9% | -219.6% | -15.3% |
| 10Y | +375.1% | +337.3% | +37.9% | +178.5% |
| All | +3,862.3% | +1,517.3% | +2,345.0% | +1,279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling