+54.1%
TTWO vs RY
+161.8%
-107.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | +10.7% | -3.0% | +13.7% | +12.2% |
| 30D | +10.8% | +6.3% | +4.5% | +7.8% |
| 3M | -7.7% | -2.6% | -5.1% | -6.7% |
| 6M | +4.4% | +13.9% | -9.5% | -2.2% |
| YTD | -9.7% | +21.7% | -31.3% | -18.2% |
| 1Y | -3.9% | +40.4% | -44.3% | -18.5% |
| All | +54.1% | +161.8% | -107.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling