+5,381.8%
TTWO vs CASY
+9,762.9%
-4,381.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -8.8% | +0.1% | -8.9% | -8.8% |
| 30D | -8.6% | -11.3% | +2.7% | -5.9% |
| 3M | -0.9% | -0.6% | -0.3% | -1.9% |
| 6M | -0.5% | +10.7% | -11.2% | -4.6% |
| YTD | -16.1% | +37.1% | -53.3% | -24.2% |
| 1Y | -10.8% | +52.3% | -63.1% | -21.7% |
| 3Y | +51.4% | +215.2% | -163.8% | +7.5% |
| 5Y | +33.7% | +276.5% | -242.8% | -10.8% |
| 10Y | +380.3% | +508.4% | -128.1% | +164.8% |
| All | +5,381.8% | +9,762.9% | -4,381.2% | +1,345.7% |
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