+5,501.0%
TTWO vs CSGP
+3,334.4%
+2,166.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | -8.8% | -4.1% | -4.7% | -7.8% |
| 30D | -8.6% | +2.3% | -10.9% | -9.5% |
| 3M | -0.9% | -8.2% | +7.3% | +0.5% |
| 6M | -0.5% | -35.1% | +34.6% | +10.1% |
| YTD | -16.1% | -54.0% | +37.9% | +0.8% |
| 1Y | -10.8% | -65.3% | +54.5% | +14.9% |
| 3Y | +51.4% | -62.6% | +113.9% | +87.2% |
| 5Y | +33.7% | -64.8% | +98.5% | +64.7% |
| 10Y | +380.3% | +45.1% | +335.2% | +306.2% |
| All | +5,501.0% | +3,334.4% | +2,166.5% | +2,370.5% |
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