-17.2%
TTWO vs EIX
+18.9%
-36.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +6.9% |
| 7D | +7.0% | +4.5% | +2.5% | +6.6% |
| 30D | +2.7% | +15.2% | -12.5% | +1.7% |
| 3M | -13.0% | -11.6% | -1.4% | -12.5% |
| 6M | -7.2% | -8.4% | +1.1% | -4.9% |
| YTD | -18.4% | +8.2% | -26.6% | -12.1% |
| 1Y | -17.2% | +16.6% | -33.8% | -10.7% |
| All | -17.2% | +18.9% | -36.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling