+394.9%
TTWO vs ROL
+211.6%
+183.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -3.2% | +3.5% | +1.4% |
| 30D | -11.3% | -4.9% | -6.4% | -9.9% |
| 3M | +1.6% | -25.8% | +27.4% | +11.6% |
| 6M | +2.1% | -37.6% | +39.6% | +18.3% |
| YTD | -15.8% | -41.5% | +25.6% | -0.4% |
| 1Y | -12.6% | -39.5% | +26.9% | +1.9% |
| 3Y | +48.2% | +0.1% | +48.1% | +41.9% |
| 5Y | +40.0% | -4.6% | +44.6% | +32.6% |
| All | +394.9% | +211.6% | +183.2% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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