+394.9%
TTWO vs CPB
-45.3%
+440.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.4% | -1.8% | +2.1% | +0.4% |
| 30D | -11.3% | -7.1% | -4.2% | -11.0% |
| 3M | +1.6% | -6.0% | +7.6% | +1.8% |
| 6M | +2.1% | -5.3% | +7.3% | +2.2% |
| YTD | -15.8% | -20.8% | +5.0% | -14.7% |
| 1Y | -12.6% | -33.8% | +21.2% | -10.2% |
| 3Y | +48.2% | -43.7% | +91.9% | +53.4% |
| 5Y | +40.0% | -40.7% | +80.7% | +42.0% |
| All | +394.9% | -45.3% | +440.2% | +425.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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