+5,521.3%
TTWO vs RSG
+2,015.5%
+3,505.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | +0.4% | 0.0% | +0.3% | +0.3% |
| 30D | -11.3% | +4.0% | -15.3% | -12.5% |
| 3M | +1.6% | +7.4% | -5.8% | -0.9% |
| 6M | +2.1% | +0.1% | +2.0% | +1.6% |
| YTD | -15.8% | +6.0% | -21.9% | -17.9% |
| 1Y | -12.6% | -3.0% | -9.6% | -12.4% |
| 3Y | +48.2% | +56.5% | -8.3% | +26.2% |
| 5Y | +40.0% | +90.9% | -51.0% | +10.8% |
| 10Y | +404.1% | +428.7% | -24.6% | +184.1% |
| All | +5,521.3% | +2,015.5% | +3,505.8% | +2,048.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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