+6,930.0%
FAST vs TTWO
+5,755.5%
+1,174.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | -8.8% | +8.4% | +0.9% |
| 30D | -0.8% | -8.6% | +7.8% | +0.4% |
| 3M | +5.8% | -0.9% | +6.7% | +5.7% |
| 6M | +8.0% | -0.5% | +8.5% | +7.6% |
| YTD | +25.6% | -16.1% | +41.8% | +27.9% |
| 1Y | +0.8% | -10.8% | +11.6% | +1.6% |
| 3Y | +86.1% | +51.4% | +34.7% | +72.0% |
| 5Y | +100.2% | +33.7% | +66.5% | +85.6% |
| 10Y | +494.2% | +380.3% | +113.9% | +348.9% |
| All | +6,930.0% | +5,755.5% | +1,174.5% | +3,809.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling