+5,760.5%
TTWO vs CSGP
+3,270.0%
+2,490.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.9% | +11.2% | +9.1% |
| 7D | +15.2% | -3.2% | +18.4% | +16.0% |
| 30D | +5.2% | +2.2% | +3.0% | +3.9% |
| 3M | -11.4% | -3.7% | -7.8% | -11.6% |
| 6M | +1.9% | -7.4% | +9.3% | +2.1% |
| YTD | -12.3% | -54.9% | +42.6% | +5.1% |
| 1Y | -4.0% | -54.9% | +50.9% | +14.7% |
| 3Y | +51.9% | -61.9% | +113.8% | +85.6% |
| 5Y | +22.9% | -63.1% | +86.0% | +48.6% |
| 10Y | +378.6% | +65.1% | +313.4% | +289.6% |
| All | +5,760.5% | +3,270.0% | +2,490.5% | +2,476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling