-12.6%
TTWO vs FCEL
+180.7%
-193.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +0.4% | +6.3% | -5.9% | -0.1% |
| 30D | -11.3% | -26.7% | +15.3% | -10.1% |
| 3M | +1.6% | -10.2% | +11.8% | +0.2% |
| 6M | +2.1% | +123.5% | -121.4% | -8.1% |
| YTD | -15.8% | +117.4% | -133.2% | -24.1% |
| 1Y | -12.6% | +146.0% | -158.6% | -21.0% |
| All | -12.6% | +180.7% | -193.3% | -21.0% |
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