+34.5%
TTWO vs CMS
+23.1%
+11.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -16.7% | -1.3% | -15.4% | -16.6% |
| 3M | -0.4% | -5.4% | +5.0% | 0.0% |
| 6M | -1.6% | -10.3% | +8.7% | -0.7% |
| YTD | -17.5% | -0.2% | -17.3% | -17.9% |
| 1Y | -14.8% | -0.9% | -14.0% | -15.2% |
| 3Y | +47.9% | +34.0% | +13.9% | +38.8% |
| 5Y | +34.5% | +23.6% | +10.9% | +31.3% |
| All | +34.5% | +23.1% | +11.4% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling