+49.2%
TTWO vs ELF
-30.3%
+79.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +2.9% |
| 7D | +1.3% | -10.8% | +12.2% | +1.7% |
| 30D | -13.4% | +0.8% | -14.2% | -13.5% |
| 3M | +3.1% | +64.8% | -61.7% | +1.0% |
| 6M | +3.8% | +19.0% | -15.2% | +2.6% |
| YTD | -15.3% | +25.9% | -41.2% | -16.4% |
| 1Y | -11.1% | -28.8% | +17.7% | -11.4% |
| All | +49.2% | -30.3% | +79.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling