+54.6%
EWT vs TTWO
+1.0%
+53.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.6% |
| 7D | -1.1% | +1.3% | -2.4% | -1.1% |
| 30D | +4.8% | -13.4% | +18.2% | +5.5% |
| 3M | +11.1% | +3.1% | +8.1% | +9.7% |
| 6M | +54.6% | +3.8% | +50.9% | +48.9% |
| All | +54.6% | +1.0% | +53.6% | +48.9% |
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