+1,092.2%
FIX vs TTWO
+26.3%
+1,065.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.1% | +4.4% |
| 7D | +6.4% | +10.7% | -4.3% | +4.0% |
| 30D | -29.1% | +10.8% | -39.9% | -30.9% |
| 3M | -31.1% | -7.7% | -23.5% | -30.0% |
| 6M | -42.8% | +4.4% | -47.3% | -44.2% |
| YTD | +24.6% | -9.7% | +34.3% | +26.2% |
| 1Y | +21.9% | -3.9% | +25.8% | +21.3% |
| 3Y | +524.9% | +56.4% | +468.5% | +440.4% |
| 5Y | +1,092.2% | +24.6% | +1,067.7% | +902.3% |
| All | +1,092.2% | +26.3% | +1,065.9% | +902.3% |
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