+40.9%
TTWO vs ROP
-16.6%
+57.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +2.9% |
| 7D | +1.3% | -8.0% | +9.3% | +4.3% |
| 30D | -13.4% | -2.7% | -10.7% | -12.6% |
| 3M | +3.1% | +16.6% | -13.5% | -3.0% |
| 6M | +3.8% | +10.4% | -6.6% | -0.5% |
| YTD | -15.3% | -12.1% | -3.2% | -11.9% |
| 1Y | -11.1% | -23.6% | +12.5% | -2.4% |
| 3Y | +52.0% | -19.3% | +71.3% | +59.9% |
| 5Y | +40.9% | -15.4% | +56.3% | +40.8% |
| All | +40.9% | -16.6% | +57.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling