+40.9%
TTWO vs ESI
+66.0%
-25.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.8% |
| 7D | +1.3% | -2.3% | +3.6% | +1.8% |
| 30D | -13.4% | -9.0% | -4.4% | -11.7% |
| 3M | +3.1% | -13.3% | +16.3% | +5.2% |
| 6M | +3.8% | +5.3% | -1.5% | -1.3% |
| YTD | -15.3% | +37.6% | -52.9% | -26.1% |
| 1Y | -11.1% | +33.6% | -44.7% | -22.3% |
| 3Y | +52.0% | +75.8% | -23.8% | +15.7% |
| 5Y | +40.9% | +68.6% | -27.7% | +8.0% |
| All | +40.9% | +66.0% | -25.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling