+378.6%
TTWO vs CF
+494.2%
-115.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +8.0% |
| 7D | +15.2% | +4.8% | +10.5% | +14.5% |
| 30D | +5.2% | +9.7% | -4.5% | +4.0% |
| 3M | -11.4% | +1.2% | -12.7% | -11.8% |
| 6M | +1.9% | +7.4% | -5.5% | +0.3% |
| YTD | -12.3% | +60.5% | -72.8% | -19.0% |
| 1Y | -4.0% | +50.7% | -54.8% | -10.7% |
| 3Y | +51.9% | +64.8% | -12.9% | +37.9% |
| 5Y | +22.9% | +115.8% | -92.9% | +4.4% |
| 10Y | +378.6% | +481.0% | -102.5% | +247.3% |
| All | +378.6% | +494.2% | -115.6% | +247.3% |
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