+5,439.7%
TTWO vs EME
+24,408.7%
-18,968.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +3.0% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | -13.4% | -8.4% | -5.0% | -11.1% |
| 3M | +3.1% | -3.6% | +6.7% | +2.8% |
| 6M | +3.8% | +3.6% | +0.2% | +0.1% |
| YTD | -15.3% | +22.5% | -37.8% | -23.1% |
| 1Y | -11.1% | +18.2% | -29.3% | -19.4% |
| 3Y | +52.0% | +238.4% | -186.4% | -8.8% |
| 5Y | +40.9% | +550.5% | -509.6% | -34.4% |
| 10Y | +407.6% | +1,295.3% | -887.7% | +62.4% |
| All | +5,439.7% | +24,408.7% | -18,968.9% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling