+394.9%
TTWO vs RRC
+4.9%
+390.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +0.4% | -1.8% | +2.2% | +0.5% |
| 30D | -11.3% | +2.7% | -14.0% | -11.5% |
| 3M | +1.6% | +8.8% | -7.2% | +0.9% |
| 6M | +2.1% | -1.2% | +3.3% | +2.0% |
| YTD | -15.8% | +17.6% | -33.4% | -17.1% |
| 1Y | -12.6% | +18.4% | -31.0% | -14.1% |
| 3Y | +48.2% | +33.1% | +15.1% | +43.4% |
| 5Y | +40.0% | +148.2% | -108.2% | +29.2% |
| All | +394.9% | +4.9% | +390.0% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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