+48.2%
TTWO vs TEL
+71.6%
-23.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.5% |
| 7D | +0.4% | +1.6% | -1.2% | 0.0% |
| 30D | -11.3% | -0.7% | -10.7% | -11.3% |
| 3M | +1.6% | +2.4% | -0.8% | +0.7% |
| 6M | +2.1% | +4.1% | -2.1% | -0.3% |
| YTD | -15.8% | -5.8% | -10.0% | -15.6% |
| 1Y | -12.6% | +0.9% | -13.5% | -14.6% |
| 3Y | +48.2% | +72.6% | -24.4% | +20.2% |
| All | +48.2% | +71.6% | -23.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling