+390.0%
TTWO vs CFG
+216.2%
+173.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +6.0% | +3.2% | +2.8% | +5.6% |
| 30D | +13.2% | +5.1% | +8.1% | +12.4% |
| 3M | -5.8% | -11.2% | +5.4% | -4.4% |
| 6M | +0.4% | +9.6% | -9.2% | -1.0% |
| YTD | -11.0% | +15.0% | -26.0% | -12.9% |
| 1Y | -4.1% | +29.9% | -34.0% | -7.7% |
| 3Y | +51.8% | +192.1% | -140.3% | +30.2% |
| 5Y | +21.3% | +62.3% | -41.0% | +9.9% |
| All | +390.0% | +216.2% | +173.8% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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