+353.2%
EWZ vs TTWO
+2,793.1%
-2,439.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | +6.0% | -5.3% | -0.5% |
| 30D | -24.4% | +13.2% | -37.6% | -26.4% |
| 3M | -4.6% | -5.8% | +1.2% | -3.9% |
| 6M | -11.6% | +0.4% | -11.9% | -12.3% |
| YTD | +2.4% | -11.0% | +13.4% | +3.5% |
| 1Y | +2.1% | -4.1% | +6.2% | +1.7% |
| 3Y | +18.7% | +51.8% | -33.1% | +6.4% |
| 5Y | +54.2% | +21.3% | +32.9% | +41.1% |
| 10Y | +65.9% | +375.1% | -309.2% | +11.3% |
| All | +353.2% | +2,793.1% | -2,439.9% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling