+808.4%
TTWO vs CFG
+390.8%
+417.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -1.6% | +2.7% | -4.2% | -2.0% |
| 30D | -13.5% | -3.7% | -9.8% | -13.0% |
| 3M | +0.3% | +9.5% | -9.1% | -1.1% |
| 6M | +0.8% | +22.2% | -21.4% | -2.3% |
| YTD | -16.7% | +22.3% | -39.0% | -19.4% |
| 1Y | -14.3% | +39.4% | -53.7% | -18.8% |
| 3Y | +49.4% | +188.5% | -139.1% | +25.1% |
| 5Y | +33.8% | +101.5% | -67.8% | +16.4% |
| 10Y | +392.8% | +308.6% | +84.2% | +242.7% |
| All | +808.4% | +390.8% | +417.6% | +505.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling