+5,717.0%
TTWO vs RY
+6,679.6%
-962.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | +6.0% | +0.6% | +5.5% | +5.7% |
| 30D | +13.2% | +5.0% | +8.2% | +10.5% |
| 3M | -5.8% | -5.3% | -0.5% | -3.6% |
| 6M | +0.4% | +13.8% | -13.5% | -6.0% |
| YTD | -11.0% | +21.0% | -32.0% | -19.2% |
| 1Y | -4.1% | +40.5% | -44.6% | -19.0% |
| 3Y | +51.8% | +159.7% | -107.9% | -5.2% |
| 5Y | +21.3% | +124.3% | -103.0% | -19.5% |
| 10Y | +375.1% | +351.6% | +23.5% | +116.3% |
| All | +5,717.0% | +6,679.6% | -962.5% | +828.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling