+64.2%
EWZ vs TTWO
+368.7%
-304.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | +0.1% | +6.4% | -6.3% | -1.4% |
| 30D | -25.9% | +13.3% | -39.2% | -28.0% |
| 3M | -6.1% | -6.6% | +0.5% | -5.2% |
| 6M | -16.1% | +0.4% | -16.5% | -16.9% |
| YTD | +1.0% | -11.4% | +12.3% | +2.4% |
| 1Y | 0.0% | -5.6% | +5.5% | -0.1% |
| 3Y | +16.8% | +53.5% | -36.6% | +2.7% |
| 5Y | +52.1% | +20.8% | +31.2% | +38.8% |
| All | +64.2% | +368.7% | -304.5% | +7.6% |
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 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