+40.9%
TTWO vs EQH
+102.2%
-61.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +0.4% | +0.7% | -0.4% | +0.1% |
| 30D | -11.3% | +2.8% | -14.2% | -12.2% |
| 3M | +1.6% | +23.1% | -21.5% | -5.5% |
| 6M | +2.1% | +41.4% | -39.3% | -9.7% |
| YTD | -15.8% | +14.3% | -30.1% | -20.3% |
| 1Y | -12.6% | +1.6% | -14.2% | -14.2% |
| 3Y | +48.2% | +102.7% | -54.5% | +9.5% |
| All | +40.9% | +102.2% | -61.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling