+40.9%
TTWO vs ETR
+122.3%
-81.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | -11.3% | -1.8% | -9.6% | -11.2% |
| 3M | +1.6% | -3.6% | +5.2% | +1.9% |
| 6M | +2.1% | +2.6% | -0.5% | +1.3% |
| YTD | -15.8% | +16.0% | -31.9% | -18.3% |
| 1Y | -12.6% | +20.1% | -32.7% | -15.7% |
| 3Y | +48.2% | +143.6% | -95.4% | +25.0% |
| All | +40.9% | +122.3% | -81.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling