+5,717.0%
TTWO vs CASY
+9,197.8%
-3,480.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +6.0% | +3.6% | +2.5% | +5.1% |
| 30D | +13.2% | +9.1% | +4.2% | +10.8% |
| 3M | -5.8% | -16.5% | +10.7% | -1.9% |
| 6M | +0.4% | -19.7% | +20.1% | +4.5% |
| YTD | -11.0% | +29.3% | -40.3% | -18.6% |
| 1Y | -4.1% | +33.1% | -37.2% | -13.0% |
| 3Y | +51.8% | +158.5% | -106.7% | +13.5% |
| 5Y | +21.3% | +266.7% | -245.4% | -18.7% |
| 10Y | +375.1% | +553.5% | -178.4% | +155.5% |
| All | +5,717.0% | +9,197.8% | -3,480.7% | +1,451.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling