+60.7%
TTWO vs CART
+40.2%
+20.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +10.7% | -0.6% | +11.3% | +10.8% |
| 30D | +10.8% | +23.1% | -12.3% | +8.6% |
| 3M | -7.7% | +19.2% | -26.9% | -9.3% |
| 6M | +4.4% | +45.7% | -41.2% | +1.0% |
| YTD | -9.7% | +30.9% | -40.5% | -12.5% |
| 1Y | -3.9% | +50.2% | -54.1% | -7.4% |
| 3Y | +56.4% | +133.5% | -77.1% | +46.1% |
| All | +60.7% | +40.2% | +20.6% | +54.0% |
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