+40.9%
TTWO vs CBOE
+136.7%
-95.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.5% |
| 7D | +0.4% | -5.8% | +6.2% | +0.8% |
| 30D | -11.3% | -3.1% | -8.2% | -11.1% |
| 3M | +1.6% | -4.8% | +6.4% | +1.9% |
| 6M | +2.1% | -0.6% | +2.6% | +1.3% |
| YTD | -15.8% | +12.8% | -28.6% | -17.7% |
| 1Y | -12.6% | +19.8% | -32.4% | -15.3% |
| 3Y | +48.2% | +86.9% | -38.7% | +28.7% |
| All | +40.9% | +136.7% | -95.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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