+107.8%
FAST vs TTWO
+24.6%
+83.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.8% |
| 7D | +4.3% | +10.7% | -6.4% | +2.7% |
| 30D | +8.3% | +10.8% | -2.5% | +6.6% |
| 3M | +6.5% | -7.7% | +14.1% | +7.5% |
| 6M | +29.5% | +4.4% | +25.1% | +28.0% |
| YTD | +41.3% | -9.7% | +50.9% | +42.6% |
| 1Y | +37.4% | -3.9% | +41.3% | +37.1% |
| 3Y | +98.5% | +56.4% | +42.1% | +77.5% |
| All | +107.8% | +24.6% | +83.2% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling