+40.9%
TTWO vs ED
+66.8%
-25.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +1.3% | -1.9% | +3.2% | +1.4% |
| 30D | -13.4% | +0.1% | -13.5% | -13.4% |
| 3M | +3.1% | 0.0% | +3.1% | +3.0% |
| 6M | +3.8% | -2.5% | +6.3% | +3.8% |
| YTD | -15.3% | +10.1% | -25.4% | -16.0% |
| 1Y | -11.1% | +13.6% | -24.7% | -12.3% |
| 3Y | +52.0% | +32.4% | +19.5% | +44.5% |
| 5Y | +40.9% | +69.9% | -28.9% | +43.3% |
| All | +40.9% | +66.8% | -25.8% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling