+51.8%
TTWO vs ECL
+79.8%
-28.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +6.0% | +2.9% | +3.2% | +5.5% |
| 30D | +13.2% | +7.5% | +5.7% | +11.7% |
| 3M | -5.8% | +12.2% | -18.1% | -7.9% |
| 6M | +0.4% | +24.6% | -24.2% | -3.7% |
| YTD | -11.0% | +18.8% | -29.8% | -14.2% |
| 1Y | -4.1% | +19.3% | -23.4% | -7.7% |
| 3Y | +51.8% | +78.2% | -26.4% | +29.6% |
| All | +51.8% | +79.8% | -28.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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