+40.9%
TTWO vs RVTY
-34.5%
+75.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.3% |
| 7D | +1.3% | -7.4% | +8.7% | +3.0% |
| 30D | -13.4% | +4.5% | -17.9% | -14.3% |
| 3M | +3.1% | +19.5% | -16.4% | -1.4% |
| 6M | +3.8% | +34.1% | -30.4% | -4.0% |
| YTD | -15.3% | +25.3% | -40.5% | -20.4% |
| 1Y | -11.1% | +47.0% | -58.1% | -20.1% |
| 3Y | +52.0% | +14.1% | +37.8% | +40.9% |
| 5Y | +40.9% | -34.6% | +75.5% | +50.5% |
| All | +40.9% | -34.5% | +75.4% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling