+5,291.1%
TTWO vs FCEL
-99.8%
+5,390.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.5% |
| 7D | -2.3% | +15.1% | -17.4% | -3.6% |
| 30D | -16.7% | -16.4% | -0.3% | -16.0% |
| 3M | -0.4% | -5.3% | +4.8% | -2.4% |
| 6M | -1.6% | +124.5% | -126.2% | -12.3% |
| YTD | -17.5% | +126.7% | -144.2% | -26.9% |
| 1Y | -14.8% | +219.9% | -234.7% | -27.8% |
| 3Y | +47.9% | -61.6% | +109.5% | +38.2% |
| 5Y | +34.5% | -90.5% | +125.0% | +34.9% |
| 10Y | +394.0% | -99.1% | +493.1% | +357.9% |
| All | +5,291.1% | -99.8% | +5,390.9% | +3,603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling