+40.9%
TTWO vs ENB
+61.6%
-20.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +0.4% | -4.7% | +5.0% | +1.6% |
| 30D | -11.3% | -5.9% | -5.5% | -9.9% |
| 3M | +1.6% | -14.2% | +15.8% | +5.9% |
| 6M | +2.1% | -8.6% | +10.7% | +4.2% |
| YTD | -15.8% | +3.9% | -19.7% | -17.9% |
| 1Y | -12.6% | +1.8% | -14.4% | -14.2% |
| 3Y | +48.2% | +68.5% | -20.3% | +18.8% |
| All | +40.9% | +61.6% | -20.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling