-17.2%
TTWO vs RUN
-53.7%
+36.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.9% | +7.0% |
| 7D | +7.0% | +18.5% | -11.5% | +5.8% |
| 30D | +2.7% | +15.5% | -12.8% | +1.6% |
| 3M | -13.0% | -20.3% | +7.3% | -12.1% |
| 6M | -7.2% | -30.8% | +23.6% | -5.9% |
| YTD | -18.4% | -52.2% | +33.8% | -15.5% |
| 1Y | -17.2% | -53.9% | +36.6% | -14.4% |
| All | -17.2% | -53.7% | +36.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling