+6,182.4%
FIX vs TTWO
+410.0%
+5,772.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | -5.7% | -13.4% | +7.7% | -3.1% |
| 3M | -7.4% | +3.1% | -10.5% | -8.6% |
| 6M | +15.1% | +3.8% | +11.3% | +13.0% |
| YTD | +70.7% | -15.3% | +86.0% | +74.8% |
| 1Y | +111.9% | -11.1% | +123.0% | +114.8% |
| 3Y | +759.5% | +52.0% | +707.5% | +679.7% |
| 5Y | +2,164.4% | +40.9% | +2,123.4% | +1,932.6% |
| All | +6,182.4% | +410.0% | +5,772.4% | +4,572.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling