+731.3%
TTWO vs CF
+5,310.1%
-4,578.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | -15.9% | +4.8% | -20.7% | -17.3% |
| 6M | -5.9% | +4.7% | -10.6% | -8.1% |
| YTD | -19.0% | +56.5% | -75.5% | -29.0% |
| 1Y | -10.6% | +48.4% | -59.0% | -20.7% |
| 3Y | +41.7% | +59.1% | -17.4% | +20.9% |
| 5Y | +11.0% | +109.5% | -98.5% | -15.4% |
| 10Y | +323.3% | +487.0% | -163.7% | +120.6% |
| All | +731.3% | +5,310.1% | -4,578.8% | +71.3% |
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 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