+5,381.8%
TTWO vs CL
+1,173.2%
+4,208.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | -8.8% | -2.2% | -6.6% | -8.2% |
| 30D | -8.6% | -4.8% | -3.8% | -7.4% |
| 3M | -0.9% | +4.9% | -5.8% | -2.3% |
| 6M | -0.5% | -5.7% | +5.2% | +0.7% |
| YTD | -16.1% | +14.4% | -30.5% | -19.9% |
| 1Y | -10.8% | +8.7% | -19.5% | -13.8% |
| 3Y | +51.4% | +30.0% | +21.4% | +37.6% |
| 5Y | +33.7% | +28.4% | +5.4% | +20.9% |
| 10Y | +380.3% | +50.1% | +330.2% | +309.4% |
| All | +5,381.8% | +1,173.2% | +4,208.6% | +3,337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling