-12.6%
TTWO vs FDS
-27.2%
+14.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +0.4% | -14.0% | +14.4% | +2.0% |
| 30D | -11.3% | -6.2% | -5.1% | -11.0% |
| 3M | +1.6% | +10.2% | -8.6% | +0.2% |
| 6M | +2.1% | +27.4% | -25.4% | -1.1% |
| YTD | -15.8% | -9.3% | -6.6% | -18.9% |
| 1Y | -12.6% | -28.6% | +16.0% | -12.6% |
| All | -12.6% | -27.2% | +14.6% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling