+40.9%
TTWO vs RMBS
+265.4%
-224.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +0.4% | +1.8% | -1.4% | +0.1% |
| 30D | -11.3% | -13.9% | +2.6% | -9.8% |
| 3M | +1.6% | -39.8% | +41.4% | +7.3% |
| 6M | +2.1% | -6.0% | +8.1% | -1.7% |
| YTD | -15.8% | -5.4% | -10.5% | -19.8% |
| 1Y | -12.6% | -1.8% | -10.8% | -18.4% |
| 3Y | +48.2% | +53.7% | -5.4% | +18.2% |
| All | +40.9% | +265.4% | -224.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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