+390.0%
TTWO vs CMS
+140.2%
+249.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | +13.2% | +6.2% | +7.0% | +11.8% |
| 3M | -5.8% | +0.6% | -6.5% | -6.0% |
| 6M | +0.4% | -1.8% | +2.1% | +0.5% |
| YTD | -11.0% | +3.8% | -14.9% | -12.3% |
| 1Y | -4.1% | -1.8% | -2.3% | -4.2% |
| 3Y | +51.8% | +39.8% | +12.0% | +37.2% |
| 5Y | +21.3% | +37.1% | -15.8% | +8.9% |
| All | +390.0% | +140.2% | +249.8% | +295.2% |
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