+45.0%
EEM vs TTWO
+39.3%
+5.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | +0.4% | -1.6% | -1.3% |
| 30D | +2.1% | -11.3% | +13.4% | +4.1% |
| 3M | +1.0% | +1.6% | -0.6% | +0.3% |
| 6M | +15.9% | +2.1% | +13.8% | +14.6% |
| YTD | +24.6% | -15.8% | +40.5% | +27.5% |
| 1Y | +32.3% | -12.6% | +44.9% | +34.1% |
| 3Y | +85.9% | +48.2% | +37.7% | +68.4% |
| All | +45.0% | +39.3% | +5.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 5y: compounded portfolio wealth divided by compounded TTWO 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…
5y analysis · Full analysis span regression · 6 months rolling