+49.2%
TTWO vs CRL
+36.0%
+13.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.0% |
| 7D | +1.3% | -6.9% | +8.3% | +2.1% |
| 30D | -13.4% | -3.2% | -10.2% | -13.1% |
| 3M | +3.1% | +46.5% | -43.5% | -1.4% |
| 6M | +3.8% | +63.1% | -59.3% | -2.3% |
| YTD | -15.3% | +36.9% | -52.1% | -18.8% |
| 1Y | -11.1% | +78.1% | -89.2% | -17.1% |
| All | +49.2% | +36.0% | +13.2% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling