+5,291.1%
TTWO vs EMR
+1,306.5%
+3,984.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | -16.7% | -5.0% | -11.8% | -15.1% |
| 3M | -0.4% | +5.9% | -6.3% | -3.3% |
| 6M | -1.6% | +7.3% | -9.0% | -5.8% |
| YTD | -17.5% | +14.6% | -32.1% | -23.4% |
| 1Y | -14.8% | +15.6% | -30.5% | -21.5% |
| 3Y | +47.9% | +60.2% | -12.3% | +15.5% |
| 5Y | +34.5% | +65.8% | -31.4% | +2.2% |
| 10Y | +394.0% | +277.4% | +116.6% | +135.1% |
| All | +5,291.1% | +1,306.5% | +3,984.6% | +1,446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling