+5,291.1%
TTWO vs ROP
+4,564.7%
+726.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -2.3% | -6.1% | +3.8% | +0.1% |
| 30D | -16.7% | -3.4% | -13.4% | -15.7% |
| 3M | -0.4% | +16.7% | -17.1% | -7.0% |
| 6M | -1.6% | +8.1% | -9.7% | -5.4% |
| YTD | -17.5% | -11.7% | -5.9% | -14.4% |
| 1Y | -14.8% | -24.2% | +9.4% | -6.2% |
| 3Y | +47.9% | -19.0% | +66.9% | +56.9% |
| 5Y | +34.5% | -15.9% | +50.3% | +39.0% |
| 10Y | +394.0% | +135.7% | +258.3% | +224.8% |
| All | +5,291.1% | +4,564.7% | +726.4% | +1,351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling