+5,717.0%
TTWO vs ECL
+4,378.7%
+1,338.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | +6.0% | +2.9% | +3.2% | +4.8% |
| 30D | +13.2% | +7.5% | +5.7% | +9.8% |
| 3M | -5.8% | +12.2% | -18.1% | -10.4% |
| 6M | +0.4% | +24.6% | -24.2% | -8.8% |
| YTD | -11.0% | +18.8% | -29.8% | -18.0% |
| 1Y | -4.1% | +19.3% | -23.4% | -11.9% |
| 3Y | +51.8% | +78.2% | -26.4% | +16.1% |
| 5Y | +21.3% | +38.8% | -17.5% | +1.1% |
| 10Y | +375.1% | +197.8% | +177.3% | +166.0% |
| All | +5,717.0% | +4,378.7% | +1,338.4% | +1,761.3% |
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