+1,097.4%
TTWO vs RNG
+302.4%
+795.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.9% |
| 7D | +1.3% | -9.6% | +10.9% | +3.3% |
| 30D | -13.4% | +8.8% | -22.2% | -15.0% |
| 3M | +3.1% | +78.6% | -75.5% | -9.2% |
| 6M | +3.8% | +70.3% | -66.5% | -8.6% |
| YTD | -15.3% | +140.3% | -155.6% | -31.6% |
| 1Y | -11.1% | +126.6% | -137.7% | -27.7% |
| 3Y | +52.0% | +120.2% | -68.2% | +18.2% |
| 5Y | +40.9% | -68.3% | +109.2% | +55.8% |
| 10Y | +407.6% | +220.6% | +187.0% | +218.6% |
| All | +1,097.4% | +302.4% | +795.0% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling