+48.2%
TTWO vs EME
+252.2%
-204.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.1% |
| 7D | +0.4% | +3.5% | -3.2% | 0.0% |
| 30D | -11.3% | -6.3% | -5.0% | -10.8% |
| 3M | +1.6% | -3.8% | +5.4% | +1.7% |
| 6M | +2.1% | +8.5% | -6.4% | +0.2% |
| YTD | -15.8% | +27.8% | -43.7% | -19.5% |
| 1Y | -12.6% | +22.2% | -34.8% | -16.5% |
| 3Y | +48.2% | +253.5% | -205.3% | +30.1% |
| All | +48.2% | +252.2% | -204.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling