+524.1%
FAST vs TTWO
+390.3%
+133.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | -6.4% | -16.7% | +10.3% | -3.2% |
| 3M | +5.3% | -0.4% | +5.7% | +5.1% |
| 6M | +5.4% | -1.6% | +7.0% | +5.0% |
| YTD | +23.6% | -17.5% | +41.1% | +27.2% |
| 1Y | +4.1% | -14.8% | +18.9% | +6.1% |
| 3Y | +92.4% | +47.9% | +44.5% | +71.6% |
| 5Y | +106.1% | +34.5% | +71.6% | +82.6% |
| 10Y | +524.1% | +394.0% | +130.1% | +347.3% |
| All | +524.1% | +390.3% | +133.8% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling