+91.2%
EWZ vs TTWO
+410.0%
-318.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.7% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | +13.5% | -13.4% | +26.9% | +16.9% |
| 3M | +15.2% | +3.1% | +12.1% | +13.8% |
| 6M | +3.7% | +3.8% | 0.0% | +2.0% |
| YTD | +22.5% | -15.3% | +37.8% | +25.9% |
| 1Y | +35.3% | -11.1% | +46.3% | +37.2% |
| 3Y | +50.2% | +52.0% | -1.8% | +32.3% |
| 5Y | +64.6% | +40.9% | +23.6% | +43.3% |
| All | +91.2% | +410.0% | -318.8% | +19.3% |
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