+46.7%
TTWO vs CART
+11.0%
+35.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -2.3% | -9.5% | +7.2% | -1.5% |
| 30D | -16.7% | -7.8% | -9.0% | -16.2% |
| 3M | -0.4% | +10.4% | -10.8% | -1.3% |
| 6M | -1.6% | +20.1% | -21.7% | -3.1% |
| YTD | -17.5% | +3.7% | -21.2% | -18.4% |
| 1Y | -14.8% | +2.6% | -17.4% | -15.6% |
| All | +46.7% | +11.0% | +35.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling