-80.8%
FIG vs TTWO
-3.4%
-77.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -1.3% |
| 7D | -12.2% | +1.3% | -13.5% | -13.0% |
| 30D | -11.0% | -13.4% | +2.4% | -2.0% |
| 3M | +11.9% | +3.1% | +8.8% | +7.0% |
| 6M | -21.9% | +3.8% | -25.7% | -25.4% |
| YTD | -40.8% | -15.3% | -25.5% | -39.6% |
| 1Y | -56.6% | -11.1% | -45.5% | -55.6% |
| All | -80.8% | -3.4% | -77.4% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling