+38.4%
FAST vs TTWO
-4.0%
+42.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.2% |
| 7D | +4.3% | +10.7% | -6.4% | +4.4% |
| 30D | +8.3% | +10.8% | -2.5% | +8.4% |
| 3M | +6.5% | -7.7% | +14.1% | +6.2% |
| 6M | +29.5% | +4.4% | +25.1% | +30.0% |
| YTD | +41.3% | -9.7% | +50.9% | +39.0% |
| All | +38.4% | -4.0% | +42.4% | +35.2% |
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