+5,381.8%
TTWO vs RY
+6,912.9%
-1,531.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -8.8% | +3.1% | -11.9% | -10.2% |
| 30D | -8.6% | -0.3% | -8.3% | -8.6% |
| 3M | -0.9% | +8.7% | -9.6% | -4.9% |
| 6M | -0.5% | +28.5% | -29.0% | -12.1% |
| YTD | -16.1% | +25.1% | -41.3% | -24.9% |
| 1Y | -10.8% | +46.3% | -57.1% | -25.9% |
| 3Y | +51.4% | +154.9% | -103.6% | -4.6% |
| 5Y | +33.7% | +140.3% | -106.6% | -14.0% |
| 10Y | +380.3% | +377.0% | +3.2% | +113.2% |
| All | +5,381.8% | +6,912.9% | -1,531.1% | +762.2% |
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