+20.8%
TTWO vs ES
+6.0%
+14.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.0% |
| 7D | +6.4% | -1.1% | +7.4% | +6.5% |
| 30D | +13.3% | +8.2% | +5.1% | +12.1% |
| 3M | -6.6% | +0.6% | -7.2% | -6.7% |
| 6M | +0.4% | +6.0% | -5.6% | -0.4% |
| YTD | -11.4% | +9.3% | -20.7% | -12.7% |
| 1Y | -5.6% | +1.1% | -6.7% | -6.1% |
| 3Y | +53.5% | +51.9% | +1.5% | +39.2% |
| 5Y | +20.8% | +6.5% | +14.4% | +20.8% |
| All | +20.8% | +6.0% | +14.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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