+19.4%
ETN vs TTWO
-12.4%
+31.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.9% |
| 7D | +3.5% | +0.4% | +3.2% | +3.6% |
| 30D | -7.5% | -11.3% | +3.8% | -8.1% |
| 3M | +8.3% | +1.6% | +6.7% | +8.3% |
| 6M | +20.2% | +2.1% | +18.1% | +20.1% |
| YTD | +34.7% | -15.8% | +50.5% | +35.8% |
| 1Y | +19.4% | -12.6% | +32.1% | +22.0% |
| All | +19.4% | -12.4% | +31.9% | +22.0% |
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 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