+65.0%
TTWO vs ESTC
+19.1%
+45.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -9.2% | +9.5% | +2.1% |
| 30D | -11.3% | +8.1% | -19.4% | -13.2% |
| 3M | +1.6% | +38.5% | -36.9% | -5.3% |
| 6M | +2.1% | +57.8% | -55.7% | -7.6% |
| YTD | -15.8% | +10.5% | -26.4% | -19.0% |
| 1Y | -12.6% | -6.4% | -6.2% | -14.0% |
| 3Y | +48.2% | +4.7% | +43.6% | +34.1% |
| 5Y | +40.0% | -47.8% | +87.7% | +36.2% |
| All | +65.0% | +19.1% | +45.9% | +19.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling