+5,694.8%
TTWO vs CL
+1,312.1%
+4,382.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +6.4% | -0.8% | +7.2% | +6.6% |
| 30D | +13.3% | +9.5% | +3.8% | +10.5% |
| 3M | -6.6% | +6.6% | -13.3% | -8.3% |
| 6M | +0.4% | +13.2% | -12.8% | -3.1% |
| YTD | -11.4% | +26.9% | -38.2% | -17.7% |
| 1Y | -5.6% | +27.6% | -33.2% | -12.5% |
| 3Y | +53.5% | +39.1% | +14.4% | +37.1% |
| 5Y | +20.8% | +41.3% | -20.5% | +6.5% |
| 10Y | +373.3% | +83.9% | +289.4% | +281.8% |
| All | +5,694.8% | +1,312.1% | +4,382.7% | +3,431.9% |
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