+39.9%
TTWO vs EOSE
-60.6%
+100.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.4% | +1.8% | -1.4% | +0.2% |
| 30D | -11.3% | -6.8% | -4.5% | -11.2% |
| 3M | +1.6% | -36.3% | +37.9% | +3.5% |
| 6M | +2.1% | -38.8% | +40.8% | +3.1% |
| YTD | -15.8% | -65.5% | +49.7% | -13.0% |
| 1Y | -12.6% | -45.3% | +32.7% | -13.5% |
| 3Y | +48.2% | +44.2% | +4.1% | +28.4% |
| 5Y | +40.0% | -69.5% | +109.5% | +13.7% |
| All | +39.9% | -60.6% | +100.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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