+40.9%
TTWO vs CAKE
+157.8%
-116.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +0.4% | -4.5% | +4.9% | +1.0% |
| 30D | -11.3% | -12.4% | +1.1% | -9.7% |
| 3M | +1.6% | +37.3% | -35.7% | -3.3% |
| 6M | +2.1% | +70.7% | -68.6% | -6.3% |
| YTD | -15.8% | +106.0% | -121.8% | -25.3% |
| 1Y | -12.6% | +79.7% | -92.3% | -20.8% |
| 3Y | +48.2% | +267.8% | -219.6% | +13.8% |
| All | +40.9% | +157.8% | -116.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling