-17.2%
TTWO vs ELAN
+13.9%
-31.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +7.0% |
| 7D | +7.0% | +11.7% | -4.8% | +6.6% |
| 30D | +2.7% | +12.4% | -9.8% | +2.3% |
| 3M | -13.0% | -1.1% | -11.9% | -13.2% |
| 6M | -7.2% | +12.4% | -19.7% | -8.2% |
| YTD | -18.4% | +11.8% | -30.3% | -19.2% |
| 1Y | -17.2% | +12.5% | -29.7% | -17.7% |
| All | -17.2% | +13.9% | -31.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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