-10.8%
TTWO vs RVMD
+430.6%
-441.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -8.8% | +1.0% | -9.8% | -8.9% |
| 30D | -8.6% | +6.4% | -15.1% | -9.0% |
| 3M | -0.9% | +34.9% | -35.8% | -3.1% |
| 6M | -0.5% | +107.6% | -108.1% | -5.9% |
| YTD | -16.1% | +163.7% | -179.8% | -22.3% |
| 1Y | -10.8% | +439.2% | -450.0% | -24.5% |
| All | -10.8% | +430.6% | -441.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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