+5,291.1%
TTWO vs CLX
+601.8%
+4,689.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -2.3% | -4.9% | +2.6% | -1.1% |
| 30D | -16.7% | -15.8% | -0.9% | -13.2% |
| 3M | -0.4% | -7.9% | +7.5% | +1.4% |
| 6M | -1.6% | -19.0% | +17.4% | +2.7% |
| YTD | -17.5% | -7.9% | -9.6% | -17.0% |
| 1Y | -14.8% | -25.4% | +10.6% | -9.7% |
| 3Y | +47.9% | -35.0% | +82.9% | +60.2% |
| 5Y | +34.5% | -36.8% | +71.2% | +43.1% |
| 10Y | +394.0% | -1.4% | +395.4% | +351.0% |
| All | +5,291.1% | +601.8% | +4,689.4% | +3,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling