+5,346.0%
TTWO vs EL
+1,186.0%
+4,160.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.0% |
| 30D | -13.5% | +15.5% | -29.0% | -17.3% |
| 3M | +0.3% | +20.6% | -20.2% | -5.4% |
| 6M | +0.8% | +10.5% | -9.6% | -3.7% |
| YTD | -16.7% | -1.9% | -14.8% | -18.7% |
| 1Y | -14.3% | +16.1% | -30.3% | -20.7% |
| 3Y | +49.4% | -30.2% | +79.6% | +49.5% |
| 5Y | +33.8% | -67.4% | +101.2% | +66.1% |
| 10Y | +392.8% | +31.2% | +361.6% | +281.9% |
| All | +5,346.0% | +1,186.0% | +4,160.0% | +2,701.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling