+58.3%
TTWO vs CART
+40.2%
+18.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +6.0% | +1.3% | +4.7% | +5.9% |
| 30D | +13.2% | +19.2% | -6.0% | +11.4% |
| 3M | -5.8% | +17.6% | -23.4% | -7.3% |
| 6M | +0.4% | +47.4% | -47.0% | -3.0% |
| YTD | -11.0% | +30.9% | -41.9% | -13.8% |
| 1Y | -4.1% | +46.0% | -50.1% | -7.5% |
| 3Y | +51.8% | +130.3% | -78.5% | +41.9% |
| All | +58.3% | +40.2% | +18.1% | +51.6% |
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