+432.5%
EWZ vs TTWO
+2,626.4%
-2,193.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | -8.8% | +15.3% | +8.4% |
| 30D | +4.8% | -8.6% | +13.5% | +6.5% |
| 3M | +9.9% | -0.9% | +10.8% | +9.6% |
| 6M | +1.9% | -0.5% | +2.4% | +1.4% |
| YTD | +20.3% | -16.1% | +36.5% | +23.5% |
| 1Y | +35.6% | -10.8% | +46.4% | +37.2% |
| 3Y | +43.4% | +51.4% | -7.9% | +28.9% |
| 5Y | +55.9% | +33.7% | +22.2% | +40.0% |
| 10Y | +84.2% | +380.3% | -296.1% | +23.6% |
| All | +432.5% | +2,626.4% | -2,193.8% | +137.0% |
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