+5,346.0%
TTWO vs CI
+2,064.8%
+3,281.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.1% |
| 30D | -13.5% | -1.8% | -11.7% | -13.1% |
| 3M | +0.3% | -4.2% | +4.6% | +1.1% |
| 6M | +0.8% | +2.7% | -1.9% | -0.3% |
| YTD | -16.7% | +1.9% | -18.6% | -17.7% |
| 1Y | -14.3% | -6.3% | -8.0% | -14.4% |
| 3Y | +49.4% | +3.9% | +45.5% | +42.1% |
| 5Y | +33.8% | +41.9% | -8.1% | +15.7% |
| 10Y | +392.8% | +140.4% | +252.4% | +253.4% |
| All | +5,346.0% | +2,064.8% | +3,281.2% | +1,962.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling