+48.2%
TTWO vs EFX
-12.2%
+60.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -4.5% | +4.9% | +1.4% |
| 30D | -11.3% | -6.1% | -5.2% | -10.2% |
| 3M | +1.6% | +6.2% | -4.6% | -0.3% |
| 6M | +2.1% | -11.2% | +13.3% | +4.3% |
| YTD | -15.8% | -21.4% | +5.6% | -11.7% |
| 1Y | -12.6% | -34.3% | +21.7% | -4.4% |
| 3Y | +48.2% | -12.5% | +60.7% | +48.7% |
| All | +48.2% | -12.2% | +60.4% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling