+2,185.6%
FIX vs TTWO
+33.8%
+2,151.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +6.1% | -1.6% | +7.6% | +6.5% |
| 30D | -2.7% | -13.5% | +10.8% | +0.8% |
| 3M | -10.9% | +0.3% | -11.3% | -11.9% |
| 6M | +29.0% | +0.8% | +28.2% | +26.8% |
| YTD | +76.9% | -16.7% | +93.6% | +83.4% |
| 1Y | +130.7% | -14.3% | +145.0% | +136.9% |
| 3Y | +790.7% | +49.4% | +741.3% | +683.5% |
| 5Y | +2,185.6% | +33.8% | +2,151.8% | +1,761.3% |
| All | +2,185.6% | +33.8% | +2,151.7% | +1,761.3% |
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 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