+394.9%
TTWO vs FDS
+64.8%
+330.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +0.4% | -14.0% | +14.4% | +5.1% |
| 30D | -11.3% | -6.2% | -5.1% | -10.0% |
| 3M | +1.6% | +10.2% | -8.6% | -2.9% |
| 6M | +2.1% | +27.4% | -25.4% | -8.2% |
| YTD | -15.8% | -9.3% | -6.6% | -15.3% |
| 1Y | -12.6% | -28.6% | +16.0% | -4.5% |
| 3Y | +48.2% | -36.8% | +85.0% | +66.4% |
| 5Y | +40.0% | -28.6% | +68.6% | +46.9% |
| All | +394.9% | +64.8% | +330.1% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling