+394.9%
TTWO vs EFX
+42.6%
+352.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -4.5% | +4.9% | +1.7% |
| 30D | -11.3% | -6.1% | -5.2% | -9.9% |
| 3M | +1.6% | +6.2% | -4.6% | -0.8% |
| 6M | +2.1% | -11.2% | +13.3% | +4.6% |
| YTD | -15.8% | -21.4% | +5.6% | -11.1% |
| 1Y | -12.6% | -34.3% | +21.7% | -3.0% |
| 3Y | +48.2% | -12.5% | +60.7% | +46.4% |
| 5Y | +40.0% | -35.6% | +75.5% | +47.9% |
| All | +394.9% | +42.6% | +352.3% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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