+351.3%
FERG vs TTWO
+406.5%
-55.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | -8.9% | -11.3% | +2.4% | -7.8% |
| 3M | -2.0% | +1.6% | -3.6% | -2.3% |
| 6M | -3.2% | +2.1% | -5.3% | -3.7% |
| YTD | +1.5% | -15.8% | +17.3% | +2.9% |
| 1Y | +0.5% | -12.6% | +13.1% | +1.4% |
| 3Y | +50.4% | +48.2% | +2.2% | +43.9% |
| 5Y | +68.7% | +40.0% | +28.7% | +59.2% |
| All | +351.3% | +406.5% | -55.2% | +353.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling