+14.4%
FIX vs TTWO
-18.4%
+32.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.1% | -22.2% | -14.7% |
| 7D | -18.9% | +7.0% | -25.9% | -18.5% |
| 30D | -36.3% | +2.7% | -39.0% | -35.9% |
| 3M | -38.5% | -13.0% | -25.5% | -37.3% |
| 6M | -42.3% | -7.2% | -35.0% | -42.2% |
| YTD | +17.1% | -18.4% | +35.5% | +23.2% |
| 1Y | +14.4% | -17.2% | +31.6% | +18.4% |
| All | +14.4% | -18.4% | +32.8% | +18.4% |
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