+398.3%
TTWO vs CLF
+128.8%
+269.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +2.9% |
| 7D | +1.3% | -3.7% | +5.0% | +1.6% |
| 30D | -13.4% | -4.7% | -8.7% | -13.1% |
| 3M | +3.1% | -4.7% | +7.8% | +3.0% |
| 6M | +3.8% | +24.0% | -20.2% | +0.8% |
| YTD | -15.3% | -10.9% | -4.3% | -15.6% |
| 1Y | -11.1% | +4.0% | -15.1% | -13.5% |
| 3Y | +52.0% | -16.9% | +68.9% | +46.3% |
| 5Y | +40.9% | -49.3% | +90.3% | +39.7% |
| All | +398.3% | +128.8% | +269.5% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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