+16.9%
TTWO vs ROIV
+232.7%
-215.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -8.8% | +0.6% | -9.4% | -8.9% |
| 30D | -8.6% | +1.0% | -9.6% | -8.8% |
| 3M | -0.9% | +18.3% | -19.2% | -3.0% |
| 6M | -0.5% | +18.3% | -18.8% | -2.8% |
| YTD | -16.1% | +61.0% | -77.1% | -21.1% |
| 1Y | -10.8% | +177.9% | -188.7% | -21.3% |
| 3Y | +51.4% | +199.1% | -147.7% | +30.5% |
| 5Y | +33.7% | +250.7% | -217.0% | +1.4% |
| All | +16.9% | +232.7% | -215.7% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling