+32.8%
EWZ vs TTWO
-12.4%
+45.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +12.8% | -11.3% | +24.1% | +14.0% |
| 3M | +10.8% | +1.6% | +9.2% | +9.6% |
| 6M | +2.5% | +2.1% | +0.4% | +1.1% |
| YTD | +21.4% | -15.8% | +37.2% | +23.8% |
| 1Y | +32.8% | -12.6% | +45.4% | +34.1% |
| All | +32.8% | -12.4% | +45.2% | +34.1% |
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