+1,282.2%
TTWO vs ET
+1,438.5%
-156.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | -11.3% | +2.9% | -14.2% | -11.9% |
| 3M | +1.6% | +16.8% | -15.2% | -1.8% |
| 6M | +2.1% | +18.9% | -16.8% | -1.8% |
| YTD | -15.8% | +37.7% | -53.5% | -21.5% |
| 1Y | -12.6% | +32.4% | -45.0% | -17.9% |
| 3Y | +48.2% | +99.5% | -51.3% | +26.9% |
| 5Y | +40.0% | +244.0% | -204.0% | +6.3% |
| 10Y | +404.1% | +172.1% | +232.0% | +273.5% |
| All | +1,282.2% | +1,438.5% | -156.4% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling