+3.8%
TTWO vs ET
+21.4%
-17.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.8% |
| 7D | +1.3% | +1.4% | 0.0% | +1.4% |
| 30D | -13.4% | +4.6% | -18.0% | -13.1% |
| 3M | +3.1% | +16.0% | -12.9% | +3.4% |
| 6M | +3.8% | +22.8% | -19.0% | +9.6% |
| All | +3.8% | +21.4% | -17.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 6mo: compounded portfolio wealth divided by compounded ET 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…
6mo analysis · Full analysis span regression · 6 months rolling