+40.9%
TTWO vs CAPR
+66.0%
-25.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +2.8% |
| 7D | +1.3% | -10.6% | +11.9% | +1.4% |
| 30D | -13.4% | +111.2% | -124.6% | -13.8% |
| 3M | +3.1% | -67.2% | +70.3% | +3.3% |
| 6M | +3.8% | -75.1% | +78.9% | +4.2% |
| YTD | -15.3% | -71.2% | +56.0% | -15.0% |
| 1Y | -11.1% | +31.1% | -42.2% | -13.5% |
| 3Y | +52.0% | +31.3% | +20.6% | +38.0% |
| 5Y | +40.9% | +69.4% | -28.4% | +20.4% |
| All | +40.9% | +66.0% | -25.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling