+5,291.1%
TTWO vs ENB
+5,494.1%
-203.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -16.7% | -1.1% | -15.7% | -16.5% |
| 3M | -0.4% | -8.5% | +8.0% | +2.1% |
| 6M | -1.6% | -4.5% | +2.9% | -0.6% |
| YTD | -17.5% | +9.1% | -26.6% | -20.3% |
| 1Y | -14.8% | +8.0% | -22.8% | -17.5% |
| 3Y | +47.9% | +77.8% | -29.9% | +21.7% |
| 5Y | +34.5% | +69.4% | -34.9% | +11.7% |
| 10Y | +394.0% | +100.5% | +293.5% | +270.2% |
| All | +5,291.1% | +5,494.1% | -203.0% | +2,414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling