+2,004.4%
TTWO vs CBOE
+1,003.5%
+1,000.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.1% |
| 7D | +1.3% | -3.7% | +5.0% | +2.2% |
| 30D | -13.4% | +2.0% | -15.4% | -13.9% |
| 3M | +3.1% | -4.2% | +7.3% | +3.4% |
| 6M | +3.8% | +1.2% | +2.6% | +1.8% |
| YTD | -15.3% | +15.4% | -30.6% | -19.8% |
| 1Y | -11.1% | +23.5% | -34.6% | -17.6% |
| 3Y | +52.0% | +93.2% | -41.2% | +21.5% |
| 5Y | +40.9% | +142.0% | -101.0% | +3.9% |
| 10Y | +407.6% | +379.2% | +28.4% | +183.0% |
| All | +2,004.4% | +1,003.5% | +1,000.9% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling