+49.2%
TTWO vs CFG
+183.3%
-134.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | -13.4% | -4.6% | -8.8% | -12.7% |
| 3M | +3.1% | +7.9% | -4.8% | +1.8% |
| 6M | +3.8% | +19.9% | -16.1% | +0.5% |
| YTD | -15.3% | +21.7% | -37.0% | -18.2% |
| 1Y | -11.1% | +38.4% | -49.5% | -16.2% |
| All | +49.2% | +183.3% | -134.0% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling