+35.6%
EWZ vs TTWO
-10.0%
+45.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +6.5% | -8.8% | +15.3% | +7.3% |
| 30D | +4.8% | -8.6% | +13.5% | +5.6% |
| 3M | +9.9% | -0.9% | +10.8% | +9.2% |
| 6M | +1.9% | -0.5% | +2.4% | +1.0% |
| YTD | +20.3% | -16.1% | +36.5% | +22.3% |
| 1Y | +35.6% | -10.8% | +46.4% | +36.4% |
| All | +35.6% | -10.0% | +45.6% | +36.4% |
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 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