+48.2%
TTWO vs TRGP
+260.3%
-212.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -11.3% | +8.0% | -19.4% | -12.1% |
| 3M | +1.6% | +8.3% | -6.7% | +0.4% |
| 6M | +2.1% | +23.9% | -21.8% | -1.4% |
| YTD | -15.8% | +59.6% | -75.5% | -22.2% |
| 1Y | -12.6% | +79.4% | -92.0% | -21.2% |
| 3Y | +48.2% | +269.4% | -221.2% | +19.6% |
| All | +48.2% | +260.3% | -212.1% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling