+5,346.0%
TTWO vs RVTY
+1,761.8%
+3,584.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -13.5% | +10.8% | -24.3% | -16.2% |
| 3M | +0.3% | +26.8% | -26.4% | -7.0% |
| 6M | +0.8% | +39.3% | -38.5% | -9.8% |
| YTD | -16.7% | +31.6% | -48.3% | -24.4% |
| 1Y | -14.3% | +47.7% | -62.0% | -25.3% |
| 3Y | +49.4% | +19.9% | +29.5% | +33.6% |
| 5Y | +33.8% | -32.3% | +66.1% | +39.9% |
| 10Y | +392.8% | +138.4% | +254.4% | +244.2% |
| All | +5,346.0% | +1,761.8% | +3,584.2% | +2,645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling