+4.1%
FAST vs TTWO
-15.3%
+19.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +1.8% | -2.3% | +4.1% | +1.8% |
| 30D | -6.4% | -16.7% | +10.3% | -6.6% |
| 3M | +5.3% | -0.4% | +5.7% | +5.8% |
| 6M | +5.4% | -1.6% | +7.0% | +5.7% |
| YTD | +23.6% | -17.5% | +41.1% | +23.1% |
| 1Y | +4.1% | -14.8% | +18.9% | +2.7% |
| All | +4.1% | -15.3% | +19.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling