-11.4%
TTWO vs CART
+51.1%
-62.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | +8.0% | +1.5% | +6.5% | +7.6% |
| 30D | -2.8% | +22.4% | -25.2% | -7.7% |
| 3M | -15.9% | +16.5% | -32.4% | -19.2% |
| 6M | -5.9% | +44.9% | -50.8% | -14.4% |
| YTD | -19.0% | +30.0% | -49.0% | -25.3% |
| All | -11.4% | +51.1% | -62.5% | -23.2% |
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