+12,471.5%
FIX vs TTWO
+3,580.6%
+8,890.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +6.0% | -8.8% | +14.8% | +7.6% |
| 30D | -7.2% | -8.6% | +1.4% | -6.0% |
| 3M | -15.9% | -0.9% | -14.9% | -16.1% |
| 6M | +12.7% | -0.5% | +13.2% | +12.1% |
| YTD | +72.8% | -16.1% | +88.9% | +76.6% |
| 1Y | +122.9% | -10.8% | +133.7% | +125.3% |
| 3Y | +774.3% | +51.4% | +722.9% | +706.7% |
| 5Y | +2,049.5% | +33.7% | +2,015.8% | +1,888.3% |
| 10Y | +5,821.5% | +380.3% | +5,441.2% | +4,163.1% |
| All | +12,471.5% | +3,580.6% | +8,890.9% | +5,754.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling