+40.9%
TTWO vs CHTR
-81.7%
+122.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.2% |
| 7D | +0.4% | -4.1% | +4.5% | +0.9% |
| 30D | -11.3% | -3.0% | -8.4% | -11.2% |
| 3M | +1.6% | +4.8% | -3.2% | +0.2% |
| 6M | +2.1% | -35.0% | +37.1% | +6.8% |
| YTD | -15.8% | -30.2% | +14.3% | -13.2% |
| 1Y | -12.6% | -44.8% | +32.2% | -6.1% |
| 3Y | +48.2% | -66.6% | +114.8% | +73.1% |
| All | +40.9% | -81.7% | +122.5% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling