+48.2%
TTWO vs CAH
+176.8%
-128.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.4% | -5.1% | +5.5% | +0.7% |
| 30D | -11.3% | +0.2% | -11.5% | -11.4% |
| 3M | +1.6% | +6.3% | -4.7% | +1.1% |
| 6M | +2.1% | +9.4% | -7.3% | +1.0% |
| YTD | -15.8% | +15.0% | -30.8% | -16.9% |
| 1Y | -12.6% | +55.4% | -68.0% | -16.6% |
| 3Y | +48.2% | +173.8% | -125.6% | +32.2% |
| All | +48.2% | +176.8% | -128.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling