+5,381.8%
TTWO vs CMS
+438.5%
+4,943.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -8.8% | +0.4% | -9.2% | -8.9% |
| 30D | -8.6% | -3.6% | -5.0% | -7.8% |
| 3M | -0.9% | -1.9% | +1.0% | -0.6% |
| 6M | -0.5% | -11.0% | +10.5% | +2.1% |
| YTD | -16.1% | +0.2% | -16.3% | -16.6% |
| 1Y | -10.8% | -1.3% | -9.5% | -11.1% |
| 3Y | +51.4% | +35.9% | +15.4% | +37.6% |
| 5Y | +33.7% | +23.1% | +10.6% | +23.5% |
| 10Y | +380.3% | +117.9% | +262.4% | +274.0% |
| All | +5,381.8% | +438.5% | +4,943.3% | +3,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling