+5,291.1%
TTWO vs CTAS
+6,024.8%
-733.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.3% | +1.0% | -3.3% | -2.7% |
| 30D | -16.7% | -1.1% | -15.7% | -16.4% |
| 3M | -0.4% | +11.5% | -11.9% | -4.6% |
| 6M | -1.6% | +0.2% | -1.8% | -2.3% |
| YTD | -17.5% | +7.2% | -24.7% | -20.2% |
| 1Y | -14.8% | 0.0% | -14.8% | -15.6% |
| 3Y | +47.9% | +65.9% | -18.0% | +20.1% |
| 5Y | +34.5% | +109.6% | -75.1% | -0.4% |
| 10Y | +394.0% | +683.8% | -289.7% | +114.8% |
| All | +5,291.1% | +6,024.8% | -733.7% | +1,221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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