+392.8%
TTWO vs CSGP
+41.1%
+351.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | 0.0% |
| 7D | -1.6% | -5.1% | +3.6% | +0.1% |
| 30D | -13.5% | +0.3% | -13.8% | -14.0% |
| 3M | +0.3% | -9.1% | +9.5% | +2.4% |
| 6M | +0.8% | -37.3% | +38.1% | +16.5% |
| YTD | -16.7% | -54.9% | +38.2% | +6.6% |
| 1Y | -14.3% | -65.5% | +51.3% | +20.1% |
| 3Y | +49.4% | -63.3% | +112.6% | +97.5% |
| 5Y | +33.8% | -65.8% | +99.5% | +76.8% |
| 10Y | +392.8% | +40.1% | +352.7% | +217.3% |
| All | +392.8% | +41.1% | +351.7% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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