+111.9%
FIX vs TTWO
-12.7%
+124.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.8% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | -5.7% | -13.4% | +7.7% | -4.0% |
| 3M | -7.4% | +3.1% | -10.5% | -9.6% |
| 6M | +15.1% | +3.8% | +11.3% | +11.4% |
| YTD | +70.7% | -15.3% | +86.0% | +78.7% |
| 1Y | +111.9% | -11.1% | +123.0% | +119.3% |
| All | +111.9% | -12.7% | +124.7% | +119.3% |
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 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