+49.4%
TTWO vs CL
+28.9%
+20.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | -13.5% | -5.2% | -8.3% | -13.6% |
| 3M | +0.3% | +3.3% | -3.0% | +0.6% |
| 6M | +0.8% | -4.4% | +5.2% | +0.9% |
| YTD | -16.7% | +13.9% | -30.6% | -16.9% |
| 1Y | -14.3% | +7.6% | -21.9% | -14.0% |
| 3Y | +49.4% | +29.6% | +19.8% | +52.2% |
| All | +49.4% | +28.9% | +20.5% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling