+55.6%
TTWO vs RPRX
+57.8%
-2.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.3% | -4.0% | +1.7% | -1.7% |
| 30D | -16.7% | +4.9% | -21.7% | -17.5% |
| 3M | -0.4% | +9.4% | -9.8% | -2.2% |
| 6M | -1.6% | +33.3% | -34.9% | -6.9% |
| YTD | -17.5% | +59.0% | -76.5% | -24.6% |
| 1Y | -14.8% | +69.2% | -84.0% | -23.0% |
| 3Y | +47.9% | +124.1% | -76.2% | +25.5% |
| 5Y | +34.5% | +77.9% | -43.4% | +20.5% |
| All | +55.6% | +57.8% | -2.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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