-10.8%
TTWO vs FCEL
+269.1%
-279.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -8.8% | -15.8% | +7.0% | -8.0% |
| 30D | -8.6% | -29.3% | +20.7% | -7.1% |
| 3M | -0.9% | -30.1% | +29.2% | -0.9% |
| 6M | -0.5% | +74.4% | -74.9% | -8.0% |
| YTD | -16.1% | +104.5% | -120.7% | -23.4% |
| 1Y | -10.8% | +281.4% | -292.2% | -17.4% |
| All | -10.8% | +269.1% | -279.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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