+2,226.9%
TTWO vs EW
+6,723.9%
-4,496.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.2% |
| 7D | -1.6% | -4.4% | +2.9% | -0.5% |
| 30D | -13.5% | -3.3% | -10.1% | -12.8% |
| 3M | +0.3% | +1.0% | -0.7% | 0.0% |
| 6M | +0.8% | +6.2% | -5.4% | -1.0% |
| YTD | -16.7% | +1.7% | -18.4% | -17.4% |
| 1Y | -14.3% | +8.1% | -22.4% | -16.4% |
| 3Y | +49.4% | +17.1% | +32.3% | +38.5% |
| 5Y | +33.8% | -29.4% | +63.1% | +38.0% |
| 10Y | +392.8% | +121.7% | +271.1% | +278.1% |
| All | +2,226.9% | +6,723.9% | -4,496.9% | +969.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling