+394.9%
TTWO vs EMR
+284.0%
+110.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.4% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -11.3% | -6.8% | -4.6% | -9.7% |
| 3M | +1.6% | +7.5% | -5.9% | -0.6% |
| 6M | +2.1% | +9.9% | -7.8% | -1.4% |
| YTD | -15.8% | +16.0% | -31.8% | -19.9% |
| 1Y | -12.6% | +12.4% | -25.0% | -16.4% |
| 3Y | +48.2% | +60.2% | -12.0% | +26.2% |
| 5Y | +40.0% | +67.9% | -27.9% | +16.3% |
| All | +394.9% | +284.0% | +110.9% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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