-14.4%
ETN vs TTWO
-15.9%
+1.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.1% | -9.5% | -7.0% |
| 7D | -16.9% | +10.3% | -27.3% | -15.5% |
| 30D | -26.5% | +5.3% | -31.9% | -25.6% |
| 3M | -26.7% | -9.2% | -17.5% | -26.6% |
| 6M | -20.0% | -4.4% | -15.6% | -19.8% |
| YTD | +3.5% | -16.7% | +20.2% | +4.2% |
| 1Y | -14.4% | -16.3% | +1.8% | -14.3% |
| All | -14.4% | -15.9% | +1.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling