+40.9%
TTWO vs CG
-2.7%
+43.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +0.4% | -9.9% | +10.2% | +3.5% |
| 30D | -11.3% | -11.7% | +0.3% | -8.2% |
| 3M | +1.6% | -4.3% | +5.9% | +2.2% |
| 6M | +2.1% | -8.8% | +10.8% | +3.8% |
| YTD | -15.8% | -26.9% | +11.0% | -8.7% |
| 1Y | -12.6% | -35.4% | +22.8% | -1.7% |
| 3Y | +48.2% | +43.0% | +5.2% | +18.5% |
| All | +40.9% | -2.7% | +43.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling