+49.2%
TTWO vs EAT
+585.9%
-536.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +1.3% | -6.2% | +7.5% | +1.8% |
| 30D | -13.4% | -3.0% | -10.4% | -13.3% |
| 3M | +3.1% | +45.6% | -42.6% | -0.5% |
| 6M | +3.8% | +53.5% | -49.8% | -0.8% |
| YTD | -15.3% | +49.6% | -64.8% | -18.9% |
| 1Y | -11.1% | +38.9% | -50.0% | -14.5% |
| All | +49.2% | +585.9% | -536.7% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling