+383.4%
EFA vs TTWO
+1,598.6%
-1,215.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | -2.2% | -13.4% | +11.1% | 0.0% |
| 3M | +5.7% | +3.1% | +2.6% | +4.9% |
| 6M | +8.2% | +3.8% | +4.4% | +7.0% |
| YTD | +11.8% | -15.3% | +27.0% | +14.0% |
| 1Y | +18.3% | -11.1% | +29.4% | +19.5% |
| 3Y | +64.9% | +52.0% | +13.0% | +51.2% |
| 5Y | +52.4% | +40.9% | +11.5% | +38.9% |
| 10Y | +142.4% | +407.6% | -265.3% | +72.4% |
| All | +383.4% | +1,598.6% | -1,215.2% | +147.2% |
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