-10.8%
TTWO vs EQH
+2.5%
-13.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | -8.8% | +5.5% | -14.3% | -10.1% |
| 30D | -8.6% | +3.2% | -11.8% | -9.5% |
| 3M | -0.9% | +32.5% | -33.4% | -8.7% |
| 6M | -0.5% | +33.7% | -34.2% | -9.3% |
| YTD | -16.1% | +13.4% | -29.6% | -20.9% |
| 1Y | -10.8% | +0.6% | -11.4% | -11.1% |
| All | -10.8% | +2.5% | -13.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling