+51.8%
TTWO vs CP
+36.4%
+15.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +6.0% | +2.1% | +3.9% | +5.7% |
| 30D | +13.2% | +9.3% | +3.9% | +12.0% |
| 3M | -5.8% | +0.5% | -6.3% | -5.9% |
| 6M | +0.4% | +10.4% | -10.1% | -1.0% |
| YTD | -11.0% | +28.7% | -39.7% | -14.3% |
| 1Y | -4.1% | +33.2% | -37.3% | -8.3% |
| 3Y | +51.8% | +38.4% | +13.4% | +41.1% |
| All | +51.8% | +36.4% | +15.4% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling