+394.9%
TTWO vs RNG
+222.9%
+172.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | -6.1% | +6.5% | +1.6% |
| 30D | -11.3% | +9.6% | -20.9% | -13.1% |
| 3M | +1.6% | +83.3% | -81.7% | -11.2% |
| 6M | +2.1% | +77.9% | -75.9% | -11.1% |
| YTD | -15.8% | +139.9% | -155.8% | -32.4% |
| 1Y | -12.6% | +121.7% | -134.3% | -29.0% |
| 3Y | +48.2% | +121.9% | -73.7% | +14.2% |
| 5Y | +40.0% | -68.4% | +108.3% | +59.5% |
| All | +394.9% | +222.9% | +172.0% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling