+46.8%
TTWO vs CART
+111.7%
-64.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +13.0% | +3.0% | +10.0% | +12.7% |
| 30D | +5.3% | +28.6% | -23.2% | +2.8% |
| 3M | -7.6% | +29.1% | -36.6% | -9.9% |
| 6M | -3.2% | +44.7% | -47.9% | -6.5% |
| YTD | -16.1% | +29.2% | -45.3% | -18.8% |
| 1Y | -14.9% | +66.2% | -81.0% | -18.3% |
| All | +46.8% | +111.7% | -64.8% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling