+49.2%
TTWO vs ED
+33.4%
+15.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.6% |
| 7D | +1.3% | -1.9% | +3.2% | +1.0% |
| 30D | -13.4% | +0.1% | -13.5% | -13.4% |
| 3M | +3.1% | 0.0% | +3.1% | +3.1% |
| 6M | +3.8% | -2.5% | +6.3% | +3.6% |
| YTD | -15.3% | +10.1% | -25.4% | -14.5% |
| 1Y | -11.1% | +13.6% | -24.7% | -10.2% |
| All | +49.2% | +33.4% | +15.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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