+63.3%
TTWO vs ESTC
+26.3%
+37.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -1.6% | -4.3% | +2.7% | -0.9% |
| 30D | -13.5% | +17.7% | -31.2% | -16.6% |
| 3M | +0.3% | +42.3% | -41.9% | -6.9% |
| 6M | +0.8% | +64.6% | -63.7% | -9.4% |
| YTD | -16.7% | +17.2% | -33.9% | -20.7% |
| 1Y | -14.3% | -4.2% | -10.1% | -15.9% |
| 3Y | +49.4% | +13.5% | +35.9% | +33.1% |
| 5Y | +33.8% | -45.5% | +79.3% | +29.3% |
| All | +63.3% | +26.3% | +37.0% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling