+394.9%
TTWO vs ESI
+312.8%
+82.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -4.6% | +5.0% | +1.3% |
| 30D | -11.3% | -10.5% | -0.8% | -9.4% |
| 3M | +1.6% | -19.8% | +21.4% | +5.5% |
| 6M | +2.1% | +5.8% | -3.7% | -1.6% |
| YTD | -15.8% | +38.3% | -54.1% | -24.1% |
| 1Y | -12.6% | +31.5% | -44.1% | -20.7% |
| 3Y | +48.2% | +80.7% | -32.5% | +22.1% |
| 5Y | +40.0% | +69.4% | -29.5% | +15.5% |
| All | +394.9% | +312.8% | +82.1% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling