+46.7%
TTWO vs ROIV
+227.9%
-181.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.4% | -2.8% |
| 7D | -1.6% | +20.2% | -21.7% | -3.8% |
| 30D | -13.5% | +14.1% | -27.6% | -15.0% |
| 3M | +0.3% | +45.6% | -45.2% | -4.7% |
| 6M | +0.8% | +44.1% | -43.3% | -4.4% |
| YTD | -16.7% | +91.2% | -107.8% | -24.0% |
| 1Y | -14.3% | +221.3% | -235.6% | -27.7% |
| All | +46.7% | +227.9% | -181.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling