+5,439.7%
TTWO vs EFX
+1,382.2%
+4,057.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | -11.1% | +12.5% | +5.3% |
| 30D | -13.4% | -7.4% | -6.0% | -11.4% |
| 3M | +3.1% | +1.5% | +1.6% | +1.7% |
| 6M | +3.8% | -13.7% | +17.5% | +7.7% |
| YTD | -15.3% | -21.9% | +6.6% | -9.5% |
| 1Y | -11.1% | -30.8% | +19.7% | -1.6% |
| 3Y | +52.0% | -12.4% | +64.3% | +50.0% |
| 5Y | +40.9% | -35.9% | +76.9% | +51.2% |
| 10Y | +407.6% | +41.0% | +366.6% | +285.0% |
| All | +5,439.7% | +1,382.2% | +4,057.5% | +2,274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling