+706.7%
ETN vs TTWO
+406.5%
+300.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +3.5% | +0.4% | +3.2% | +3.4% |
| 30D | -7.5% | -11.3% | +3.8% | -5.6% |
| 3M | +8.3% | +1.6% | +6.7% | +7.6% |
| 6M | +20.2% | +2.1% | +18.1% | +18.7% |
| YTD | +34.7% | -15.8% | +50.5% | +37.6% |
| 1Y | +19.4% | -12.6% | +32.1% | +21.0% |
| 3Y | +85.5% | +48.2% | +37.3% | +68.9% |
| 5Y | +186.6% | +40.0% | +146.6% | +157.5% |
| All | +706.7% | +406.5% | +300.2% | +534.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling