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  • FAST vs TTWO✓SelectedUSD · TTWOFAST vs TTWO performance historyLatest closeAs of-0.44%09/08
Stock and ETF performance explorer

FAST vs TTWO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+106.8%
TTWO return
+33.8%
Excess return
+72.9%
Maximum drawdown
-30.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioTTWOExcessAlpha
1D-0.4%-0.7%+0.2%-0.3%
7D+1.3%-1.6%+2.9%+1.5%
30D-4.7%-13.5%+8.7%-2.7%
3M+7.9%+0.3%+7.6%+7.6%
6M+7.4%+0.8%+6.6%+6.7%
YTD+25.1%-16.7%+41.8%+28.0%
1Y+4.7%-14.3%+19.0%+6.4%
3Y+94.7%+49.4%+45.3%+74.9%
5Y+106.8%+33.8%+73.0%+81.1%
All+106.8%+33.8%+72.9%+81.1%

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