+1,026.1%
TTWO vs EMB
+131.4%
+894.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -16.7% | -0.3% | -16.5% | -16.6% |
| 3M | -0.4% | -0.3% | -0.1% | -0.2% |
| 6M | -1.6% | +0.7% | -2.4% | -2.2% |
| YTD | -17.5% | +1.3% | -18.8% | -18.3% |
| 1Y | -14.8% | +4.7% | -19.5% | -17.5% |
| 3Y | +47.9% | +30.1% | +17.8% | +24.1% |
| 5Y | +34.5% | +6.9% | +27.6% | +27.6% |
| 10Y | +394.0% | +30.7% | +363.3% | +318.7% |
| All | +1,026.1% | +131.4% | +894.8% | +833.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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