+2,072.5%
FTNT vs TTWO
+406.5%
+1,666.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -3.0% | -11.3% | +8.4% | +1.2% |
| 3M | +7.6% | +1.6% | +6.0% | +6.0% |
| 6M | +87.0% | +2.1% | +84.9% | +83.8% |
| YTD | +96.5% | -15.8% | +112.4% | +106.8% |
| 1Y | +92.9% | -12.6% | +105.5% | +99.6% |
| 3Y | +139.8% | +48.2% | +91.6% | +100.6% |
| 5Y | +151.3% | +40.0% | +111.4% | +109.1% |
| All | +2,072.5% | +406.5% | +1,666.0% | +1,305.3% |
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 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