+66.1%
TTWO vs ESTC
+19.3%
+46.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.3% | +3.4% |
| 7D | +1.3% | -13.2% | +14.5% | +3.9% |
| 30D | -13.4% | +9.3% | -22.7% | -15.4% |
| 3M | +3.1% | +37.3% | -34.3% | -3.8% |
| 6M | +3.8% | +61.0% | -57.2% | -6.4% |
| YTD | -15.3% | +10.7% | -25.9% | -18.5% |
| 1Y | -11.1% | -7.2% | -3.9% | -12.4% |
| 3Y | +52.0% | +7.2% | +44.8% | +36.8% |
| 5Y | +40.9% | -47.7% | +88.7% | +37.1% |
| All | +66.1% | +19.3% | +46.9% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling