-12.6%
TTWO vs TRGP
+82.5%
-95.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -11.3% | +8.0% | -19.4% | -10.6% |
| 3M | +1.6% | +8.3% | -6.7% | +2.3% |
| 6M | +2.1% | +23.9% | -21.8% | +3.0% |
| YTD | -15.8% | +59.6% | -75.5% | -14.7% |
| 1Y | -12.6% | +79.4% | -92.0% | -12.4% |
| All | -12.6% | +82.5% | -95.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling