-10.8%
TTWO vs CRL
+78.8%
-89.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.4% |
| 7D | -8.8% | -1.0% | -7.8% | -8.7% |
| 30D | -8.6% | +10.7% | -19.3% | -9.6% |
| 3M | -0.9% | +55.3% | -56.2% | -6.5% |
| 6M | -0.5% | +60.7% | -61.2% | -6.7% |
| YTD | -16.1% | +44.6% | -60.8% | -20.5% |
| 1Y | -10.8% | +77.7% | -88.5% | -16.1% |
| All | -10.8% | +78.8% | -89.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling