+5,439.7%
TTWO vs EOG
+4,908.0%
+531.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.3% | +1.0% | +0.3% | +1.1% |
| 30D | -13.4% | +2.8% | -16.2% | -13.9% |
| 3M | +3.1% | +5.9% | -2.8% | +1.5% |
| 6M | +3.8% | +17.1% | -13.3% | -0.3% |
| YTD | -15.3% | +43.9% | -59.2% | -22.2% |
| 1Y | -11.1% | +26.9% | -38.0% | -16.4% |
| 3Y | +52.0% | +23.6% | +28.4% | +41.9% |
| 5Y | +40.9% | +178.1% | -137.2% | +7.4% |
| 10Y | +407.6% | +119.8% | +287.8% | +264.4% |
| All | +5,439.7% | +4,908.0% | +531.8% | +2,122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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