-17.2%
TTWO vs FANG
+32.3%
-49.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +12.1% | +6.3% |
| 7D | +7.0% | -11.3% | +18.3% | +5.2% |
| 30D | +2.7% | -0.7% | +3.3% | +2.4% |
| 3M | -13.0% | -4.2% | -8.9% | -13.5% |
| 6M | -7.2% | -13.5% | +6.2% | -9.0% |
| YTD | -18.4% | +23.7% | -42.1% | -13.0% |
| 1Y | -17.2% | +34.3% | -51.6% | -12.2% |
| All | -17.2% | +32.3% | -49.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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