+5,346.0%
TTWO vs RRC
+300.5%
+5,045.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -13.5% | +9.4% | -22.9% | -14.5% |
| 3M | +0.3% | +7.4% | -7.0% | -0.7% |
| 6M | +0.8% | +1.5% | -0.6% | +0.3% |
| YTD | -16.7% | +19.4% | -36.1% | -19.0% |
| 1Y | -14.3% | +24.2% | -38.5% | -17.3% |
| 3Y | +49.4% | +32.8% | +16.6% | +41.0% |
| 5Y | +33.8% | +152.9% | -119.1% | +12.5% |
| 10Y | +392.8% | +3.9% | +389.0% | +315.6% |
| All | +5,346.0% | +300.5% | +5,045.6% | +3,657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling