+40.9%
TTWO vs RRC
+150.0%
-109.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.7% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | -13.4% | +3.0% | -16.4% | -13.7% |
| 3M | +3.1% | +7.3% | -4.2% | +2.0% |
| 6M | +3.8% | +3.6% | +0.2% | +2.9% |
| YTD | -15.3% | +19.4% | -34.6% | -17.9% |
| 1Y | -11.1% | +21.4% | -32.5% | -14.3% |
| 3Y | +52.0% | +32.8% | +19.2% | +42.2% |
| 5Y | +40.9% | +152.0% | -111.0% | +25.0% |
| All | +40.9% | +150.0% | -109.0% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling