+721.2%
TTWO vs FCUV
-95.9%
+817.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | +1.3% | -72.0% | +73.3% | +1.4% |
| 30D | -13.4% | -8.0% | -5.4% | -13.4% |
| 3M | +3.1% | +66.3% | -63.2% | +2.3% |
| 6M | +3.8% | -75.3% | +79.1% | +3.4% |
| YTD | -15.3% | -83.0% | +67.7% | -15.5% |
| 1Y | -11.1% | -94.7% | +83.6% | -11.1% |
| 3Y | +52.0% | -99.3% | +151.2% | +51.9% |
| 5Y | +40.9% | -99.9% | +140.8% | +41.1% |
| 10Y | +407.6% | -98.6% | +506.2% | +405.7% |
| All | +721.2% | -95.9% | +817.1% | +721.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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