+398.3%
TTWO vs CL
+55.9%
+342.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.3% | -2.4% | +3.8% | +2.0% |
| 30D | -13.4% | -4.8% | -8.6% | -12.3% |
| 3M | +3.1% | -1.7% | +4.8% | +3.4% |
| 6M | +3.8% | -3.8% | +7.6% | +4.5% |
| YTD | -15.3% | +13.3% | -28.5% | -19.0% |
| 1Y | -11.1% | +8.3% | -19.4% | -14.1% |
| 3Y | +52.0% | +28.8% | +23.1% | +35.9% |
| 5Y | +40.9% | +28.5% | +12.4% | +24.3% |
| All | +398.3% | +55.9% | +342.4% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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