+347.0%
EWZ vs TTWO
+2,782.1%
-2,435.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | +0.1% | +6.4% | -6.3% | -1.3% |
| 30D | -25.9% | +13.3% | -39.2% | -27.9% |
| 3M | -6.1% | -6.6% | +0.5% | -5.3% |
| 6M | -16.1% | +0.4% | -16.5% | -16.9% |
| YTD | +1.0% | -11.4% | +12.3% | +2.2% |
| 1Y | 0.0% | -5.6% | +5.5% | -0.1% |
| 3Y | +16.8% | +53.5% | -36.6% | +4.5% |
| 5Y | +52.1% | +20.8% | +31.2% | +39.3% |
| 10Y | +63.6% | +373.3% | -309.7% | +9.9% |
| All | +347.0% | +2,782.1% | -2,435.1% | +96.2% |
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