+107.2%
TTWO vs EQX
+232.0%
-124.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | -11.3% | +7.8% | -19.1% | -12.0% |
| 3M | +1.6% | +21.3% | -19.7% | -0.4% |
| 6M | +2.1% | -22.4% | +24.5% | +3.4% |
| YTD | -15.8% | -11.3% | -4.5% | -15.8% |
| 1Y | -12.6% | +13.5% | -26.1% | -14.6% |
| 3Y | +48.2% | +162.1% | -113.9% | +33.4% |
| 5Y | +40.0% | +84.2% | -44.2% | +26.7% |
| All | +107.2% | +232.0% | -124.9% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling