+573.9%
EWT vs TTWO
+2,769.1%
-2,195.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | +4.8% | -13.4% | +18.2% | +7.3% |
| 3M | +11.1% | +3.1% | +8.1% | +10.2% |
| 6M | +54.6% | +3.8% | +50.9% | +52.8% |
| YTD | +71.4% | -15.3% | +86.7% | +75.1% |
| 1Y | +82.1% | -11.1% | +93.2% | +84.3% |
| 3Y | +193.2% | +52.0% | +141.3% | +167.9% |
| 5Y | +146.1% | +40.9% | +105.2% | +123.2% |
| 10Y | +505.0% | +407.6% | +97.4% | +324.4% |
| All | +573.9% | +2,769.1% | -2,195.1% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling