+1,446.8%
TTWO vs CG
+323.7%
+1,123.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | -2.3% | -6.4% | +4.1% | -0.7% |
| 30D | -16.7% | -7.1% | -9.7% | -15.3% |
| 3M | -0.4% | -1.6% | +1.2% | -0.6% |
| 6M | -1.6% | -8.3% | +6.7% | -0.2% |
| YTD | -17.5% | -23.8% | +6.3% | -12.6% |
| 1Y | -14.8% | -28.7% | +13.9% | -8.5% |
| 3Y | +47.9% | +49.2% | -1.3% | +26.4% |
| 5Y | +34.5% | +5.5% | +28.9% | +21.8% |
| 10Y | +394.0% | +331.2% | +62.8% | +217.6% |
| All | +1,446.8% | +323.7% | +1,123.1% | +922.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling