+64.5%
TTWO vs ELAN
-28.2%
+92.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | +0.4% | -5.4% | +5.8% | +1.1% |
| 30D | -11.3% | +4.7% | -16.0% | -12.0% |
| 3M | +1.6% | -3.7% | +5.3% | +1.8% |
| 6M | +2.1% | -1.2% | +3.3% | +1.0% |
| YTD | -15.8% | +2.4% | -18.2% | -17.3% |
| 1Y | -12.6% | +23.4% | -36.0% | -16.8% |
| 3Y | +48.2% | +96.7% | -48.5% | +24.5% |
| 5Y | +40.0% | -30.6% | +70.6% | +38.8% |
| All | +64.5% | -28.2% | +92.7% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling