+760.5%
TTWO vs CF
+5,948.3%
-5,187.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | -8.8% | +6.0% | -14.8% | -10.1% |
| 30D | -8.6% | +14.8% | -23.5% | -11.6% |
| 3M | -0.9% | +14.1% | -15.0% | -4.4% |
| 6M | -0.5% | +28.5% | -29.0% | -8.0% |
| YTD | -16.1% | +74.9% | -91.1% | -28.0% |
| 1Y | -10.8% | +61.7% | -72.5% | -22.2% |
| 3Y | +51.4% | +80.3% | -29.0% | +25.9% |
| 5Y | +33.7% | +226.0% | -192.3% | -8.5% |
| 10Y | +380.3% | +569.9% | -189.6% | +141.8% |
| All | +760.5% | +5,948.3% | -5,187.8% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling