+49.2%
TTWO vs EIX
-5.9%
+55.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | -13.4% | -18.8% | +5.4% | -11.9% |
| 3M | +3.1% | -19.7% | +22.8% | +4.9% |
| 6M | +3.8% | -18.2% | +22.0% | +5.4% |
| YTD | -15.3% | -1.7% | -13.5% | -15.3% |
| 1Y | -11.1% | +7.8% | -18.8% | -12.0% |
| All | +49.2% | -5.9% | +55.1% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling