+394.9%
TTWO vs ROP
+135.6%
+259.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -4.6% | +5.0% | +2.2% |
| 30D | -11.3% | -1.7% | -9.6% | -10.9% |
| 3M | +1.6% | +17.1% | -15.5% | -5.2% |
| 6M | +2.1% | +10.9% | -8.8% | -2.8% |
| YTD | -15.8% | -12.1% | -3.7% | -12.3% |
| 1Y | -12.6% | -24.2% | +11.6% | -3.4% |
| 3Y | +48.2% | -20.4% | +68.6% | +58.4% |
| 5Y | +40.0% | -15.4% | +55.3% | +43.7% |
| All | +394.9% | +135.6% | +259.2% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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