+581.2%
TTWO vs RUN
-33.9%
+615.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +2.9% |
| 7D | +1.3% | -3.4% | +4.7% | +1.6% |
| 30D | -13.4% | -14.0% | +0.6% | -12.3% |
| 3M | +3.1% | -27.5% | +30.6% | +5.5% |
| 6M | +3.8% | -29.0% | +32.7% | +5.8% |
| YTD | -15.3% | -53.1% | +37.8% | -11.4% |
| 1Y | -11.1% | -46.7% | +35.6% | -8.6% |
| 3Y | +52.0% | -38.3% | +90.3% | +37.6% |
| 5Y | +40.9% | -80.7% | +121.6% | +37.1% |
| 10Y | +407.6% | +42.4% | +365.2% | +282.3% |
| All | +581.2% | -33.9% | +615.1% | +421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling