-4.0%
TTWO vs CART
+51.1%
-55.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +15.2% | +0.3% | +14.9% | +15.1% |
| 30D | +5.2% | +22.4% | -17.2% | 0.0% |
| 3M | -11.4% | +15.6% | -27.1% | -14.8% |
| 6M | +1.9% | +44.9% | -43.0% | -7.3% |
| YTD | -12.3% | +30.0% | -42.3% | -19.1% |
| 1Y | -4.0% | +56.6% | -60.7% | -16.9% |
| All | -4.0% | +51.1% | -55.1% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling