+513.6%
EWT vs TTWO
+406.5%
+107.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +4.5% | -11.3% | +15.8% | +6.8% |
| 3M | +8.3% | +1.6% | +6.7% | +7.4% |
| 6M | +54.2% | +2.1% | +52.2% | +52.5% |
| YTD | +74.6% | -15.8% | +90.4% | +79.0% |
| 1Y | +84.9% | -12.6% | +97.5% | +87.9% |
| 3Y | +197.5% | +48.2% | +149.3% | +169.0% |
| 5Y | +150.6% | +40.0% | +110.6% | +123.2% |
| All | +513.6% | +406.5% | +107.1% | +328.5% |
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