+394.9%
TTWO vs EAT
+374.9%
+19.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.4% | -7.7% | +8.1% | +1.0% |
| 30D | -11.3% | -13.6% | +2.3% | -10.3% |
| 3M | +1.6% | +33.9% | -32.3% | -1.1% |
| 6M | +2.1% | +47.2% | -45.1% | -1.9% |
| YTD | -15.8% | +48.1% | -63.9% | -19.3% |
| 1Y | -12.6% | +33.7% | -46.3% | -15.6% |
| 3Y | +48.2% | +595.8% | -547.6% | +22.2% |
| 5Y | +40.0% | +314.4% | -274.4% | +17.5% |
| All | +394.9% | +374.9% | +19.9% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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