+5,439.7%
TTWO vs EVRG
+999.3%
+4,440.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -13.4% | 0.0% | -13.4% | -13.5% |
| 3M | +3.1% | -1.0% | +4.0% | +3.2% |
| 6M | +3.8% | +1.0% | +2.8% | +2.9% |
| YTD | -15.3% | +15.1% | -30.3% | -19.7% |
| 1Y | -11.1% | +17.6% | -28.7% | -16.4% |
| 3Y | +52.0% | +70.5% | -18.5% | +24.6% |
| 5Y | +40.9% | +48.9% | -7.9% | +19.7% |
| 10Y | +407.6% | +112.8% | +294.8% | +257.6% |
| All | +5,439.7% | +999.3% | +4,440.5% | +2,125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling