+1,134.3%
TTWO vs ESI
+226.4%
+907.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | +5.4% | -6.9% | -2.5% |
| 30D | -13.5% | -4.2% | -9.3% | -12.9% |
| 3M | +0.3% | -9.6% | +10.0% | +1.3% |
| 6M | +0.8% | +18.3% | -17.5% | -3.9% |
| YTD | -16.7% | +45.8% | -62.5% | -23.9% |
| 1Y | -14.3% | +39.2% | -53.4% | -21.2% |
| 3Y | +49.4% | +86.3% | -36.9% | +28.1% |
| 5Y | +33.8% | +76.2% | -42.4% | +14.7% |
| 10Y | +392.8% | +306.8% | +86.1% | +257.3% |
| All | +1,134.3% | +226.4% | +907.9% | +846.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling