+2.1%
TTWO vs ELAN
-1.5%
+3.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.6% |
| 7D | +0.4% | -5.4% | +5.8% | 0.0% |
| 30D | -11.3% | +4.7% | -16.0% | -11.1% |
| 3M | +1.6% | -3.7% | +5.3% | +1.4% |
| 6M | +2.1% | -1.2% | +3.3% | +2.4% |
| All | +2.1% | -1.5% | +3.6% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling