+394.9%
TTWO vs CMS
+118.9%
+276.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | -11.3% | -4.1% | -7.2% | -10.5% |
| 3M | +1.6% | -7.1% | +8.7% | +3.1% |
| 6M | +2.1% | -10.1% | +12.1% | +4.1% |
| YTD | -15.8% | -1.7% | -14.1% | -16.0% |
| 1Y | -12.6% | -3.4% | -9.2% | -12.6% |
| 3Y | +48.2% | +31.6% | +16.7% | +35.4% |
| 5Y | +40.0% | +23.3% | +16.7% | +28.8% |
| All | +394.9% | +118.9% | +276.0% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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