+5,346.0%
TTWO vs ROL
+4,693.0%
+653.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.3% |
| 7D | -1.6% | -3.4% | +1.9% | -0.3% |
| 30D | -13.5% | -6.9% | -6.5% | -11.1% |
| 3M | +0.3% | -24.6% | +25.0% | +11.2% |
| 6M | +0.8% | -39.5% | +40.4% | +21.2% |
| YTD | -16.7% | -41.1% | +24.4% | +0.8% |
| 1Y | -14.3% | -37.9% | +23.7% | +1.3% |
| 3Y | +49.4% | +0.8% | +48.6% | +43.5% |
| 5Y | +33.8% | -4.7% | +38.4% | +27.7% |
| 10Y | +392.8% | +207.9% | +184.9% | +183.4% |
| All | +5,346.0% | +4,693.0% | +653.1% | +960.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling