-53.1%
FISV vs TTWO
+39.3%
-92.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 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% | -20.8% |
| 1Y | -62.0% | -12.6% | -49.4% | -61.3% |
| 3Y | -57.6% | +48.2% | -105.8% | -62.6% |
| All | -53.1% | +39.3% | -92.5% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling