+369.7%
TTWO vs ELF
+303.8%
+65.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +0.4% | -11.6% | +12.0% | +1.2% |
| 30D | -11.3% | +4.6% | -16.0% | -11.7% |
| 3M | +1.6% | +59.7% | -58.1% | -2.0% |
| 6M | +2.1% | +21.2% | -19.1% | +0.1% |
| YTD | -15.8% | +27.4% | -43.3% | -18.0% |
| 1Y | -12.6% | -29.8% | +17.2% | -11.9% |
| 3Y | +48.2% | -28.5% | +76.7% | +44.6% |
| 5Y | +40.0% | +220.0% | -180.1% | +16.7% |
| All | +369.7% | +303.8% | +65.9% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling