+5,717.0%
TTWO vs CI
+2,230.9%
+3,486.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +6.0% | +1.2% | +4.9% | +5.8% |
| 30D | +13.2% | +2.6% | +10.7% | +12.6% |
| 3M | -5.8% | +7.4% | -13.3% | -7.4% |
| 6M | +0.4% | -0.1% | +0.5% | 0.0% |
| YTD | -11.0% | +9.7% | -20.8% | -13.6% |
| 1Y | -4.1% | +12.1% | -16.2% | -7.4% |
| 3Y | +51.8% | +7.0% | +44.8% | +43.7% |
| 5Y | +21.3% | +49.7% | -28.4% | +3.8% |
| 10Y | +375.1% | +147.2% | +227.9% | +239.5% |
| All | +5,717.0% | +2,230.9% | +3,486.1% | +2,065.5% |
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