+1,009.0%
TTWO vs CAPR
-99.1%
+1,108.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -8.8% | -2.0% | -6.8% | -8.8% |
| 30D | -8.6% | +139.2% | -147.8% | -9.5% |
| 3M | -0.9% | -66.4% | +65.5% | -0.6% |
| 6M | -0.5% | -63.1% | +62.6% | -0.3% |
| YTD | -16.1% | -67.4% | +51.3% | -15.9% |
| 1Y | -10.8% | +58.2% | -69.0% | -14.1% |
| 3Y | +51.4% | +42.2% | +9.2% | +43.5% |
| 5Y | +33.7% | +87.3% | -53.5% | +25.5% |
| 10Y | +380.3% | -75.3% | +455.6% | +339.6% |
| All | +1,009.0% | -99.1% | +1,108.1% | +803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling