+398.3%
TTWO vs CP
+230.5%
+167.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.2% |
| 7D | +1.3% | -2.7% | +4.0% | +2.2% |
| 30D | -13.4% | -3.4% | -10.0% | -12.4% |
| 3M | +3.1% | -0.6% | +3.7% | +3.0% |
| 6M | +3.8% | +6.3% | -2.5% | +0.9% |
| YTD | -15.3% | +21.2% | -36.4% | -21.6% |
| 1Y | -11.1% | +20.0% | -31.1% | -17.7% |
| 3Y | +52.0% | +18.7% | +33.2% | +38.4% |
| 5Y | +40.9% | +34.8% | +6.2% | +20.4% |
| All | +398.3% | +230.5% | +167.8% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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