+40.9%
TTWO vs FDS
-28.1%
+69.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.8% | +8.6% | +4.0% |
| 7D | +1.3% | -16.0% | +17.3% | +5.2% |
| 30D | -13.4% | -6.7% | -6.7% | -12.3% |
| 3M | +3.1% | +6.0% | -2.9% | +0.9% |
| 6M | +3.8% | +25.1% | -21.3% | -3.3% |
| YTD | -15.3% | -8.1% | -7.1% | -14.8% |
| 1Y | -11.1% | -26.0% | +14.9% | -4.8% |
| 3Y | +52.0% | -36.4% | +88.4% | +67.5% |
| 5Y | +40.9% | -27.7% | +68.7% | +49.1% |
| All | +40.9% | -28.1% | +69.1% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling