+48.2%
TTWO vs EQX
+168.9%
-120.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +0.4% | -3.2% | +3.6% | +0.7% |
| 30D | -11.3% | +7.8% | -19.1% | -12.2% |
| 3M | +1.6% | +21.3% | -19.7% | -1.0% |
| 6M | +2.1% | -22.4% | +24.5% | +3.9% |
| YTD | -15.8% | -11.3% | -4.5% | -15.8% |
| 1Y | -12.6% | +13.5% | -26.1% | -15.0% |
| 3Y | +48.2% | +162.1% | -113.9% | +31.4% |
| All | +48.2% | +168.9% | -120.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling