+40.9%
TTWO vs RUN
-81.0%
+121.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +0.4% | -3.7% | +4.1% | +0.6% |
| 30D | -11.3% | -13.0% | +1.7% | -10.5% |
| 3M | +1.6% | -31.8% | +33.4% | +4.0% |
| 6M | +2.1% | -32.2% | +34.3% | +4.1% |
| YTD | -15.8% | -53.5% | +37.6% | -12.6% |
| 1Y | -12.6% | -46.5% | +33.9% | -10.4% |
| 3Y | +48.2% | -37.6% | +85.8% | +34.5% |
| All | +40.9% | -81.0% | +121.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling