+398.3%
TTWO vs CASY
+464.4%
-66.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.3% | -17.2% | +18.6% | +3.6% |
| 30D | -13.4% | -24.4% | +11.0% | -10.5% |
| 3M | +3.1% | -31.4% | +34.5% | +7.8% |
| 6M | +3.8% | -8.9% | +12.7% | +3.8% |
| YTD | -15.3% | +13.8% | -29.1% | -18.2% |
| 1Y | -11.1% | +17.0% | -28.1% | -14.7% |
| 3Y | +52.0% | +163.1% | -111.2% | +28.5% |
| 5Y | +40.9% | +239.0% | -198.1% | +14.3% |
| All | +398.3% | +464.4% | -66.1% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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