+394.9%
TTWO vs COR
+406.5%
-11.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -2.8% | +3.2% | +0.8% |
| 30D | -11.3% | +2.6% | -13.9% | -11.7% |
| 3M | +1.6% | +14.5% | -12.9% | -0.6% |
| 6M | +2.1% | -7.8% | +9.9% | +2.9% |
| YTD | -15.8% | -4.2% | -11.6% | -15.7% |
| 1Y | -12.6% | +7.0% | -19.6% | -14.2% |
| 3Y | +48.2% | +85.5% | -37.3% | +31.7% |
| 5Y | +40.0% | +181.2% | -141.2% | +15.1% |
| All | +394.9% | +406.5% | -11.6% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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