+3,739.1%
TTWO vs RMBS
+1,376.2%
+2,362.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -2.3% | +3.5% | -5.8% | -2.8% |
| 30D | -16.7% | -8.6% | -8.1% | -15.9% |
| 3M | -0.4% | -40.3% | +39.9% | +5.6% |
| 6M | -1.6% | -1.0% | -0.6% | -4.5% |
| YTD | -17.5% | -4.6% | -12.9% | -20.1% |
| 1Y | -14.8% | +17.6% | -32.4% | -20.7% |
| 3Y | +47.9% | +58.6% | -10.8% | +27.1% |
| 5Y | +34.5% | +270.9% | -236.5% | +1.5% |
| 10Y | +394.0% | +569.1% | -175.1% | +237.3% |
| All | +3,739.1% | +1,376.2% | +2,362.9% | +1,711.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling