+40.9%
TTWO vs CI
+47.5%
-6.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | -13.4% | +3.1% | -16.5% | -13.5% |
| 3M | +3.1% | -4.5% | +7.6% | +3.2% |
| 6M | +3.8% | +8.3% | -4.5% | +3.3% |
| YTD | -15.3% | +3.8% | -19.1% | -15.5% |
| 1Y | -11.1% | -5.0% | -6.1% | -11.0% |
| 3Y | +52.0% | +5.8% | +46.2% | +49.8% |
| 5Y | +40.9% | +50.6% | -9.7% | +27.7% |
| All | +40.9% | +47.5% | -6.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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