-55.8%
FIG vs TTWO
-10.0%
-45.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.6% |
| 7D | -16.3% | -8.8% | -7.5% | -10.2% |
| 30D | -14.3% | -8.6% | -5.7% | -8.5% |
| 3M | +7.2% | -0.9% | +8.1% | +5.2% |
| 6M | -18.6% | -0.5% | -18.1% | -20.6% |
| YTD | -35.5% | -16.1% | -19.3% | -30.8% |
| 1Y | -55.8% | -10.8% | -45.0% | -53.2% |
| All | -55.8% | -10.0% | -45.8% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling