-57.6%
FISV vs TTWO
+50.8%
-108.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | -2.7% | +0.4% | -3.0% | -2.8% |
| 30D | 0.0% | -11.3% | +11.4% | +2.6% |
| 3M | -2.8% | +1.6% | -4.4% | -3.6% |
| 6M | -11.8% | +2.1% | -13.9% | -12.8% |
| YTD | -23.2% | -15.8% | -7.4% | -21.7% |
| 1Y | -62.0% | -12.6% | -49.4% | -61.6% |
| 3Y | -57.6% | +48.2% | -105.8% | -62.3% |
| All | -57.6% | +50.8% | -108.4% | -62.3% |
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