+49.2%
TTWO vs CART
+21.6%
+27.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -8.8% | +1.0% | -9.8% | -8.9% |
| 30D | -8.6% | +12.6% | -21.2% | -9.6% |
| 3M | -0.9% | +23.1% | -24.0% | -2.6% |
| 6M | -0.5% | +39.5% | -40.0% | -3.1% |
| YTD | -16.1% | +13.5% | -29.7% | -17.6% |
| 1Y | -10.8% | +14.9% | -25.7% | -12.4% |
| All | +49.2% | +21.6% | +27.6% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling