+40.9%
TTWO vs EL
-69.0%
+109.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -6.5% | +6.9% | +1.5% |
| 30D | -11.3% | +11.1% | -22.5% | -13.3% |
| 3M | +1.6% | +10.7% | -9.1% | -0.7% |
| 6M | +2.1% | +6.9% | -4.8% | -0.3% |
| YTD | -15.8% | -6.3% | -9.6% | -16.3% |
| 1Y | -12.6% | +13.5% | -26.1% | -16.8% |
| 3Y | +48.2% | -33.1% | +81.3% | +53.1% |
| All | +40.9% | -69.0% | +109.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling