+394.9%
TTWO vs CHTR
-44.7%
+439.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.5% |
| 7D | +0.4% | -4.1% | +4.5% | +1.2% |
| 30D | -11.3% | -3.0% | -8.4% | -11.1% |
| 3M | +1.6% | +4.8% | -3.2% | -0.5% |
| 6M | +2.1% | -35.0% | +37.1% | +9.7% |
| YTD | -15.8% | -30.2% | +14.3% | -11.7% |
| 1Y | -12.6% | -44.8% | +32.2% | -2.7% |
| 3Y | +48.2% | -66.6% | +114.8% | +82.8% |
| 5Y | +40.0% | -81.5% | +121.5% | +109.8% |
| All | +394.9% | -44.7% | +439.6% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling