+33.8%
TTWO vs CL
+30.0%
+3.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -13.5% | -5.2% | -8.3% | -13.2% |
| 3M | +0.3% | +3.3% | -3.0% | +0.2% |
| 6M | +0.8% | -4.4% | +5.2% | +1.1% |
| YTD | -16.7% | +13.9% | -30.6% | -17.8% |
| 1Y | -14.3% | +7.6% | -21.9% | -14.8% |
| 3Y | +49.4% | +29.6% | +19.8% | +43.4% |
| 5Y | +33.8% | +28.1% | +5.7% | +30.0% |
| All | +33.8% | +30.0% | +3.8% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling