+1,315.5%
FERG vs TTWO
+1,934.1%
-618.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +0.9% | -2.3% | +3.2% | +1.0% |
| 30D | -15.1% | -16.7% | +1.7% | -14.1% |
| 3M | -4.8% | -0.4% | -4.4% | -4.9% |
| 6M | -2.5% | -1.6% | -0.8% | -2.5% |
| YTD | +1.8% | -17.5% | +19.3% | +2.8% |
| 1Y | -0.3% | -14.8% | +14.5% | +0.4% |
| 3Y | +52.9% | +47.9% | +5.0% | +49.2% |
| 5Y | +69.3% | +34.5% | +34.8% | +64.2% |
| 10Y | +352.7% | +394.0% | -41.3% | +339.0% |
| All | +1,315.5% | +1,934.1% | -618.6% | +1,277.7% |
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