-10.8%
TTWO vs EIX
+7.5%
-18.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | -8.8% | -19.1% | +10.3% | -7.5% |
| 30D | -8.6% | -16.9% | +8.3% | -7.0% |
| 3M | -0.9% | -20.0% | +19.1% | +0.7% |
| 6M | -0.5% | -21.3% | +20.8% | +0.9% |
| YTD | -16.1% | -1.7% | -14.4% | -12.3% |
| 1Y | -10.8% | +9.6% | -20.4% | -7.3% |
| All | -10.8% | +7.5% | -18.3% | -7.3% |
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