+50.9%
TTWO vs CF
+77.0%
-26.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.4% |
| 7D | -8.8% | +6.0% | -14.8% | -9.1% |
| 30D | -8.6% | +14.8% | -23.5% | -9.4% |
| 3M | -0.9% | +14.1% | -15.0% | -1.8% |
| 6M | -0.5% | +28.5% | -29.0% | -3.6% |
| YTD | -16.1% | +74.9% | -91.1% | -21.7% |
| 1Y | -10.8% | +61.7% | -72.5% | -15.9% |
| All | +50.9% | +77.0% | -26.0% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling