+41.9%
TTWO vs EAT
+317.4%
-275.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +1.3% | -6.2% | +7.5% | +2.1% |
| 30D | -13.4% | -3.0% | -10.4% | -13.3% |
| 3M | +3.1% | +45.6% | -42.6% | -2.3% |
| 6M | +3.8% | +53.5% | -49.8% | -3.0% |
| YTD | -15.3% | +49.6% | -64.8% | -20.7% |
| 1Y | -11.1% | +38.9% | -50.0% | -16.2% |
| 3Y | +52.0% | +589.7% | -537.7% | +5.5% |
| All | +41.9% | +317.4% | -275.5% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling