-10.8%
TTWO vs ESTC
+7.3%
-18.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.1% |
| 7D | -8.8% | -8.1% | -0.7% | -7.4% |
| 30D | -8.6% | +31.7% | -40.3% | -14.0% |
| 3M | -0.9% | +41.1% | -42.0% | -8.3% |
| 6M | -0.5% | +77.1% | -77.6% | -13.1% |
| YTD | -16.1% | +21.7% | -37.8% | -24.2% |
| 1Y | -10.8% | +8.4% | -19.2% | -18.3% |
| All | -10.8% | +7.3% | -18.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling