+45.2%
TTWO vs CAPR
+36.9%
+8.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | -2.3% | -12.6% | +10.3% | -2.3% |
| 30D | -16.7% | +124.4% | -141.1% | -16.9% |
| 3M | -0.4% | -66.8% | +66.4% | -0.4% |
| 6M | -1.6% | -71.8% | +70.2% | -1.5% |
| YTD | -17.5% | -70.1% | +52.5% | -17.5% |
| 1Y | -14.8% | +33.3% | -48.1% | -15.7% |
| All | +45.2% | +36.9% | +8.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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