+787.4%
TTWO vs EFV
+252.1%
+535.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | +1.3% | -2.0% | +3.3% | +2.7% |
| 30D | -13.4% | -0.2% | -13.2% | -13.3% |
| 3M | +3.1% | +9.1% | -6.0% | -3.0% |
| 6M | +3.8% | +11.7% | -7.9% | -4.4% |
| YTD | -15.3% | +17.0% | -32.3% | -24.6% |
| 1Y | -11.1% | +26.7% | -37.8% | -25.3% |
| 3Y | +52.0% | +90.2% | -38.2% | -4.8% |
| 5Y | +40.9% | +96.1% | -55.2% | -14.4% |
| 10Y | +407.6% | +164.5% | +243.1% | +138.4% |
| All | +787.4% | +252.1% | +535.3% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling