+934.2%
TTWO vs TEL
+707.2%
+227.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | -2.3% | +3.6% | +2.4% |
| 30D | -13.4% | -6.1% | -7.3% | -11.1% |
| 3M | +3.1% | +1.7% | +1.4% | +1.5% |
| 6M | +3.8% | +1.6% | +2.2% | +0.7% |
| YTD | -15.3% | -9.1% | -6.2% | -13.9% |
| 1Y | -11.1% | -1.7% | -9.4% | -13.5% |
| 3Y | +52.0% | +67.3% | -15.4% | +11.4% |
| 5Y | +40.9% | +52.1% | -11.2% | +6.3% |
| 10Y | +407.6% | +299.3% | +108.3% | +119.0% |
| All | +934.2% | +707.2% | +227.0% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling