+20.2%
ETN vs TTWO
+3.0%
+17.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -9.2% |
| 3M | +8.3% | +1.6% | +6.7% | +9.7% |
| 6M | +20.2% | +2.1% | +18.1% | +23.4% |
| All | +20.2% | +3.0% | +17.2% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling