-14.8%
TTWO vs CSGP
-66.3%
+51.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -2.3% | -5.4% | +3.1% | -1.3% |
| 30D | -16.7% | -6.0% | -10.7% | -16.0% |
| 3M | -0.4% | -12.8% | +12.4% | +1.6% |
| 6M | -1.6% | -38.9% | +37.3% | +7.7% |
| YTD | -17.5% | -56.0% | +38.5% | -7.0% |
| 1Y | -14.8% | -66.4% | +51.6% | +2.3% |
| All | -14.8% | -66.3% | +51.5% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling