+394.9%
TTWO vs RUN
+42.2%
+352.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +0.4% | -3.7% | +4.1% | +0.7% |
| 30D | -11.3% | -13.0% | +1.7% | -10.3% |
| 3M | +1.6% | -31.8% | +33.4% | +4.8% |
| 6M | +2.1% | -32.2% | +34.3% | +4.7% |
| YTD | -15.8% | -53.5% | +37.6% | -11.7% |
| 1Y | -12.6% | -46.5% | +33.9% | -10.0% |
| 3Y | +48.2% | -37.6% | +85.8% | +32.1% |
| 5Y | +40.0% | -80.9% | +120.8% | +36.2% |
| All | +394.9% | +42.2% | +352.7% | +222.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling