+394.9%
TTWO vs RY
+377.3%
+17.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +0.4% | -2.2% | +2.6% | +1.3% |
| 30D | -11.3% | -3.6% | -7.8% | -10.0% |
| 3M | +1.6% | +3.9% | -2.3% | -0.2% |
| 6M | +2.1% | +26.4% | -24.3% | -7.7% |
| YTD | -15.8% | +22.3% | -38.2% | -22.8% |
| 1Y | -12.6% | +43.7% | -56.3% | -25.0% |
| 3Y | +48.2% | +154.0% | -105.7% | +0.2% |
| 5Y | +40.0% | +137.6% | -97.6% | -3.3% |
| All | +394.9% | +377.3% | +17.6% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling