+1,827.3%
TTWO vs FANG
+1,412.9%
+414.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 3M | +1.6% | +7.6% | -6.0% | +0.8% |
| 6M | +2.1% | +17.3% | -15.2% | +0.3% |
| YTD | -15.8% | +38.7% | -54.5% | -18.7% |
| 1Y | -12.6% | +51.6% | -64.2% | -16.4% |
| 3Y | +48.2% | +50.0% | -1.7% | +40.7% |
| 5Y | +40.0% | +237.6% | -197.6% | +22.5% |
| 10Y | +404.1% | +180.7% | +223.5% | +326.0% |
| All | +1,827.3% | +1,412.9% | +414.4% | +1,146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling