+394.9%
TTWO vs CRL
+256.1%
+138.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | +0.4% | -3.5% | +3.9% | +1.2% |
| 30D | -11.3% | -2.1% | -9.2% | -11.0% |
| 3M | +1.6% | +48.0% | -46.4% | -8.6% |
| 6M | +2.1% | +64.7% | -62.7% | -11.5% |
| YTD | -15.8% | +39.5% | -55.3% | -24.1% |
| 1Y | -12.6% | +74.2% | -86.8% | -26.1% |
| 3Y | +48.2% | +39.4% | +8.8% | +25.8% |
| 5Y | +40.0% | -36.9% | +76.9% | +51.8% |
| All | +394.9% | +256.1% | +138.8% | +189.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling