-10.8%
TTWO vs EVRG
+17.4%
-28.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.1% |
| 7D | -8.8% | +1.1% | -9.9% | -8.5% |
| 30D | -8.6% | -1.0% | -7.6% | -8.8% |
| 3M | -0.9% | +0.4% | -1.3% | -0.6% |
| 6M | -0.5% | -0.8% | +0.3% | -0.2% |
| YTD | -16.1% | +15.3% | -31.5% | -12.9% |
| 1Y | -10.8% | +17.9% | -28.7% | -4.8% |
| All | -10.8% | +17.4% | -28.2% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 1y: compounded portfolio wealth divided by compounded EVRG 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…
1y analysis · Full analysis span regression · 6 months rolling