+3.8%
TTWO vs RVMD
+103.9%
-100.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +2.9% |
| 7D | +1.3% | -3.6% | +4.9% | +1.6% |
| 30D | -13.4% | -1.1% | -12.3% | -13.4% |
| 3M | +3.1% | +41.0% | -37.9% | -0.1% |
| 6M | +3.8% | +105.7% | -101.9% | -2.2% |
| All | +3.8% | +103.9% | -100.1% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling