+365.0%
TTWO vs ELF
+334.6%
+30.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -13.5% | +5.9% | -19.4% | -13.9% |
| 3M | +0.3% | +99.5% | -99.2% | -4.7% |
| 6M | +0.8% | +26.5% | -25.7% | -1.4% |
| YTD | -16.7% | +37.2% | -53.9% | -19.2% |
| 1Y | -14.3% | -24.4% | +10.1% | -14.0% |
| 3Y | +49.4% | -23.3% | +72.7% | +45.0% |
| 5Y | +33.8% | +245.2% | -211.4% | +11.0% |
| All | +365.0% | +334.6% | +30.4% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling