+1,708.0%
TTWO vs TRGP
+2,246.2%
-538.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -13.4% | +10.0% | -23.4% | -14.4% |
| 3M | +3.1% | +7.6% | -4.5% | +1.9% |
| 6M | +3.8% | +26.8% | -23.0% | +0.3% |
| YTD | -15.3% | +60.6% | -75.8% | -20.6% |
| 1Y | -11.1% | +82.5% | -93.6% | -18.2% |
| 3Y | +52.0% | +265.0% | -213.1% | +27.4% |
| 5Y | +40.9% | +645.9% | -605.0% | +8.1% |
| 10Y | +407.6% | +850.6% | -443.0% | +250.7% |
| All | +1,708.0% | +2,246.2% | -538.2% | +781.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling