+397.5%
TTWO vs CL
+84.9%
+312.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +10.7% | -0.8% | +11.5% | +10.9% |
| 30D | +10.8% | +9.5% | +1.2% | +8.2% |
| 3M | -7.7% | +6.8% | -14.4% | -9.3% |
| 6M | +4.4% | +14.3% | -9.8% | +0.7% |
| YTD | -9.7% | +27.0% | -36.6% | -16.1% |
| 1Y | -3.9% | +26.3% | -30.2% | -10.7% |
| 3Y | +56.4% | +39.3% | +17.2% | +37.9% |
| 5Y | +24.6% | +41.5% | -17.0% | +7.7% |
| All | +397.5% | +84.9% | +312.7% | +285.0% |
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