-17.2%
TTWO vs RVTY
+74.0%
-91.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +7.3% |
| 7D | +7.0% | -3.6% | +10.5% | +7.2% |
| 30D | +2.7% | +1.4% | +1.3% | +2.4% |
| 3M | -13.0% | +43.2% | -56.2% | -16.4% |
| 6M | -7.2% | +84.5% | -91.7% | -15.4% |
| YTD | -18.4% | +65.2% | -83.6% | -22.3% |
| 1Y | -17.2% | +74.3% | -91.6% | -22.1% |
| All | -17.2% | +74.0% | -91.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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