+41.7%
TTWO vs CF
+58.0%
-16.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +8.0% | -0.9% | +8.8% | +8.0% |
| 30D | -2.8% | +6.9% | -9.8% | -3.1% |
| 3M | -15.9% | +4.8% | -20.7% | -16.2% |
| 6M | -5.9% | +4.7% | -10.6% | -6.5% |
| YTD | -19.0% | +56.5% | -75.5% | -23.6% |
| 1Y | -10.6% | +48.4% | -59.0% | -15.1% |
| 3Y | +41.7% | +59.1% | -17.4% | +29.7% |
| All | +41.7% | +58.0% | -16.2% | +29.7% |
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