+164.3%
EWY vs TTWO
-10.0%
+174.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +4.8% | -8.8% | +13.6% | +5.6% |
| 30D | +11.7% | -8.6% | +20.3% | +12.2% |
| 3M | -7.4% | -0.9% | -6.5% | -8.7% |
| 6M | +40.6% | -0.5% | +41.1% | +37.6% |
| YTD | +94.3% | -16.1% | +110.4% | +95.8% |
| 1Y | +164.3% | -10.8% | +175.1% | +167.6% |
| All | +164.3% | -10.0% | +174.3% | +167.6% |
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