+40.9%
TTWO vs EW
-29.2%
+70.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +1.3% | -3.4% | +4.7% | +2.2% |
| 30D | -13.4% | -7.4% | -6.0% | -11.8% |
| 3M | +3.1% | +0.9% | +2.2% | +2.7% |
| 6M | +3.8% | +1.2% | +2.6% | +3.2% |
| YTD | -15.3% | +1.8% | -17.0% | -16.0% |
| 1Y | -11.1% | +10.8% | -21.9% | -13.9% |
| 3Y | +52.0% | +17.1% | +34.8% | +38.4% |
| 5Y | +40.9% | -28.2% | +69.2% | +47.5% |
| All | +40.9% | -29.2% | +70.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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