+28.3%
TTWO vs CASY
+266.7%
-238.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +6.0% | +3.6% | +2.5% | +5.6% |
| 30D | +13.2% | +9.1% | +4.2% | +12.0% |
| 3M | -5.8% | -16.5% | +10.7% | -4.1% |
| 6M | +0.4% | -19.7% | +20.1% | +2.6% |
| YTD | -11.0% | +29.3% | -40.3% | -16.4% |
| 1Y | -4.1% | +33.1% | -37.2% | -10.4% |
| 3Y | +51.8% | +158.5% | -106.7% | +26.0% |
| All | +28.3% | +266.7% | -238.4% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling