+394.9%
TTWO vs EFV
+169.9%
+225.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -11.3% | +0.6% | -12.0% | -11.7% |
| 3M | +1.6% | +7.5% | -5.9% | -2.4% |
| 6M | +2.1% | +13.0% | -11.0% | -5.0% |
| YTD | -15.8% | +18.3% | -34.2% | -23.8% |
| 1Y | -12.6% | +26.7% | -39.3% | -24.0% |
| 3Y | +48.2% | +89.6% | -41.4% | +1.9% |
| 5Y | +40.0% | +98.2% | -58.2% | -6.9% |
| All | +394.9% | +169.9% | +225.0% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling