+5,310.8%
TTWO vs CSGP
+3,371.1%
+1,939.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.7% | -4.1% |
| 7D | +8.0% | -1.8% | +9.8% | +8.4% |
| 30D | -2.8% | +5.3% | -8.1% | -4.7% |
| 3M | -15.9% | +3.3% | -19.2% | -17.5% |
| 6M | -5.9% | -4.7% | -1.3% | -6.3% |
| YTD | -19.0% | -53.5% | +34.5% | -3.7% |
| 1Y | -10.6% | -53.7% | +43.1% | +6.3% |
| 3Y | +41.7% | -59.7% | +101.5% | +70.8% |
| 5Y | +11.0% | -62.5% | +73.5% | +33.7% |
| 10Y | +323.3% | +67.3% | +256.0% | +243.7% |
| All | +5,310.8% | +3,371.1% | +1,939.7% | +2,261.9% |
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