+40.9%
TTWO vs FANG
+232.6%
-191.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +2.9% | -2.5% | +0.1% |
| 30D | -11.3% | +2.6% | -13.9% | -11.6% |
| 3M | +1.6% | +7.6% | -6.0% | +0.6% |
| 6M | +2.1% | +17.3% | -15.2% | -0.2% |
| YTD | -15.8% | +38.7% | -54.5% | -19.6% |
| 1Y | -12.6% | +51.6% | -64.2% | -17.7% |
| 3Y | +48.2% | +50.0% | -1.7% | +37.5% |
| All | +40.9% | +232.6% | -191.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling