+5,346.0%
TTWO vs ECL
+3,916.8%
+1,429.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -13.5% | -2.5% | -11.0% | -12.6% |
| 3M | +0.3% | +8.3% | -8.0% | -3.1% |
| 6M | +0.8% | -1.1% | +1.9% | +0.6% |
| YTD | -16.7% | +6.5% | -23.2% | -19.6% |
| 1Y | -14.3% | +2.1% | -16.3% | -16.1% |
| 3Y | +49.4% | +57.6% | -8.2% | +20.3% |
| 5Y | +33.8% | +28.1% | +5.7% | +15.1% |
| 10Y | +392.8% | +153.2% | +239.6% | +195.7% |
| All | +5,346.0% | +3,916.8% | +1,429.3% | +1,725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling