+2,697.4%
TTWO vs CRL
+1,339.8%
+1,357.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -13.5% | +5.0% | -18.4% | -14.7% |
| 3M | +0.3% | +50.6% | -50.2% | -10.5% |
| 6M | +0.8% | +60.9% | -60.1% | -12.4% |
| YTD | -16.7% | +40.7% | -57.4% | -25.3% |
| 1Y | -14.3% | +73.3% | -87.6% | -27.7% |
| 3Y | +49.4% | +40.6% | +8.8% | +25.6% |
| 5Y | +33.8% | -37.0% | +70.7% | +36.9% |
| 10Y | +392.8% | +244.3% | +148.5% | +201.2% |
| All | +2,697.4% | +1,339.8% | +1,357.6% | +1,113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling