+40.9%
TTWO vs RVMD
+576.1%
-535.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -3.0% | +3.3% | +0.7% |
| 30D | -11.3% | -0.7% | -10.6% | -11.3% |
| 3M | +1.6% | +36.5% | -34.9% | -2.1% |
| 6M | +2.1% | +104.6% | -102.5% | -6.9% |
| YTD | -15.8% | +155.8% | -171.7% | -25.9% |
| 1Y | -12.6% | +340.7% | -353.3% | -28.2% |
| 3Y | +48.2% | +519.9% | -471.7% | +12.6% |
| All | +40.9% | +576.1% | -535.2% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling