+830.6%
EEM vs TTWO
+1,420.1%
-589.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.8% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | +2.4% | -13.4% | +15.8% | +5.9% |
| 3M | +4.2% | +3.1% | +1.1% | +2.9% |
| 6M | +14.8% | +3.8% | +11.0% | +12.8% |
| YTD | +23.1% | -15.3% | +38.4% | +26.7% |
| 1Y | +32.5% | -11.1% | +43.6% | +34.5% |
| 3Y | +85.9% | +52.0% | +33.9% | +62.7% |
| 5Y | +43.6% | +40.9% | +2.6% | +24.2% |
| 10Y | +127.2% | +407.6% | -280.4% | +33.2% |
| All | +830.6% | +1,420.1% | -589.5% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling