+394.9%
TTWO vs EME
+1,362.1%
-967.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.5% |
| 7D | +0.4% | +3.5% | -3.2% | -0.3% |
| 30D | -11.3% | -6.3% | -5.0% | -10.4% |
| 3M | +1.6% | -3.8% | +5.4% | +1.6% |
| 6M | +2.1% | +8.5% | -6.4% | -0.9% |
| YTD | -15.8% | +27.8% | -43.7% | -21.2% |
| 1Y | -12.6% | +22.2% | -34.8% | -18.1% |
| 3Y | +48.2% | +253.5% | -205.3% | +6.1% |
| 5Y | +40.0% | +578.6% | -538.7% | -15.4% |
| All | +394.9% | +1,362.1% | -967.2% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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