+40.9%
TTWO vs ELV
+25.1%
+15.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +0.4% | +3.2% | -2.8% | +0.2% |
| 30D | -11.3% | +5.4% | -16.7% | -11.6% |
| 3M | +1.6% | +5.4% | -3.8% | +1.2% |
| 6M | +2.1% | +45.7% | -43.6% | -0.5% |
| YTD | -15.8% | +21.2% | -37.0% | -17.1% |
| 1Y | -12.6% | +35.6% | -48.2% | -14.9% |
| 3Y | +48.2% | -2.0% | +50.2% | +48.3% |
| All | +40.9% | +25.1% | +15.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling