+94.7%
FAST vs TTWO
+49.4%
+45.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | -4.7% | -13.5% | +8.7% | -3.7% |
| 3M | +7.9% | +0.3% | +7.6% | +7.8% |
| 6M | +7.4% | +0.8% | +6.6% | +7.0% |
| YTD | +25.1% | -16.7% | +41.8% | +27.1% |
| 1Y | +4.7% | -14.3% | +19.0% | +5.9% |
| 3Y | +94.7% | +49.4% | +45.3% | +80.0% |
| All | +94.7% | +49.4% | +45.3% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling