+49.2%
TTWO vs CG
+44.6%
+4.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.1% | +3.3% |
| 7D | +1.3% | -9.8% | +11.1% | +3.6% |
| 30D | -13.4% | -10.3% | -3.1% | -11.4% |
| 3M | +3.1% | -1.7% | +4.7% | +2.8% |
| 6M | +3.8% | -9.8% | +13.6% | +5.4% |
| YTD | -15.3% | -25.6% | +10.3% | -10.3% |
| 1Y | -11.1% | -32.5% | +21.4% | -4.0% |
| All | +49.2% | +44.6% | +4.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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