+40.9%
TTWO vs CLX
-38.5%
+79.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.7% |
| 7D | +0.4% | -5.7% | +6.1% | +0.5% |
| 30D | -11.3% | -17.0% | +5.7% | -10.9% |
| 3M | +1.6% | -9.7% | +11.3% | +1.9% |
| 6M | +2.1% | -19.8% | +21.9% | +2.8% |
| YTD | -15.8% | -9.8% | -6.0% | -15.9% |
| 1Y | -12.6% | -26.2% | +13.6% | -11.6% |
| 3Y | +48.2% | -36.2% | +84.4% | +50.6% |
| All | +40.9% | -38.5% | +79.4% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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