+390.0%
TTWO vs CF
+479.1%
-89.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +6.0% | +4.8% | +1.3% | +5.5% |
| 30D | +13.2% | +4.7% | +8.5% | +12.5% |
| 3M | -5.8% | +7.4% | -13.2% | -6.9% |
| 6M | +0.4% | +0.6% | -0.2% | -0.3% |
| YTD | -11.0% | +64.1% | -75.1% | -18.1% |
| 1Y | -4.1% | +51.4% | -55.5% | -10.7% |
| 3Y | +51.8% | +67.8% | -16.0% | +37.5% |
| 5Y | +21.3% | +114.1% | -92.8% | +3.3% |
| All | +390.0% | +479.1% | -89.0% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling