+5,381.8%
TTWO vs CP
+5,972.2%
-590.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | -8.8% | -2.7% | -6.1% | -7.9% |
| 30D | -8.6% | +0.2% | -8.8% | -8.7% |
| 3M | -0.9% | +2.6% | -3.5% | -2.1% |
| 6M | -0.5% | +6.0% | -6.5% | -3.2% |
| YTD | -16.1% | +24.9% | -41.1% | -23.4% |
| 1Y | -10.8% | +20.1% | -30.9% | -17.6% |
| 3Y | +51.4% | +16.4% | +35.0% | +38.8% |
| 5Y | +33.7% | +31.7% | +2.0% | +15.8% |
| 10Y | +380.3% | +223.9% | +156.4% | +187.8% |
| All | +5,381.8% | +5,972.2% | -590.4% | +1,450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling