+394.9%
TTWO vs EIX
+19.9%
+375.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +0.4% | -1.4% | +1.7% | +0.5% |
| 30D | -11.3% | -19.3% | +8.0% | -9.0% |
| 3M | +1.6% | -21.7% | +23.3% | +4.6% |
| 6M | +2.1% | -19.8% | +21.9% | +4.6% |
| YTD | -15.8% | -3.0% | -12.8% | -16.3% |
| 1Y | -12.6% | +5.1% | -17.7% | -14.3% |
| 3Y | +48.2% | -7.0% | +55.2% | +46.3% |
| 5Y | +40.0% | +22.0% | +17.9% | +32.1% |
| All | +394.9% | +19.9% | +375.0% | +343.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling