+5,381.8%
TTWO vs CLF
+259.3%
+5,122.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -8.8% | +7.6% | -16.4% | -9.8% |
| 30D | -8.6% | -1.2% | -7.4% | -8.6% |
| 3M | -0.9% | -13.4% | +12.5% | +0.2% |
| 6M | -0.5% | +15.4% | -15.9% | -4.2% |
| YTD | -16.1% | -5.9% | -10.3% | -17.5% |
| 1Y | -10.8% | +18.8% | -29.6% | -16.4% |
| 3Y | +51.4% | -19.4% | +70.8% | +42.9% |
| 5Y | +33.7% | -47.7% | +81.4% | +29.9% |
| 10Y | +380.3% | +130.4% | +249.9% | +213.3% |
| All | +5,381.8% | +259.3% | +5,122.5% | +2,186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling