+394.9%
TTWO vs RRX
+228.4%
+166.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -11.3% | -6.1% | -5.2% | -10.4% |
| 3M | +1.6% | -23.1% | +24.6% | +5.8% |
| 6M | +2.1% | -19.5% | +21.6% | +4.1% |
| YTD | -15.8% | +16.1% | -31.9% | -21.2% |
| 1Y | -12.6% | +12.9% | -25.5% | -18.1% |
| 3Y | +48.2% | +7.9% | +40.3% | +34.9% |
| 5Y | +40.0% | +19.1% | +20.9% | +21.3% |
| All | +394.9% | +228.4% | +166.5% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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