-17.2%
TTWO vs CAH
+38.5%
-55.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.6% | +6.8% |
| 7D | +7.0% | +7.0% | 0.0% | +6.5% |
| 30D | +2.7% | +12.4% | -9.7% | +2.2% |
| 3M | -13.0% | +12.2% | -25.2% | -13.4% |
| 6M | -7.2% | +33.2% | -40.4% | -8.6% |
| YTD | -18.4% | +28.4% | -46.8% | -16.8% |
| 1Y | -17.2% | +35.0% | -52.3% | -12.7% |
| All | -17.2% | +38.5% | -55.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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