+5,346.0%
TTWO vs FDS
+8,563.8%
-3,217.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.9% |
| 7D | -1.6% | -5.4% | +3.8% | +0.3% |
| 30D | -13.5% | +1.6% | -15.1% | -14.3% |
| 3M | +0.3% | +17.7% | -17.4% | -6.7% |
| 6M | +0.8% | +29.1% | -28.2% | -10.3% |
| YTD | -16.7% | +1.0% | -17.7% | -19.6% |
| 1Y | -14.3% | -21.6% | +7.4% | -10.2% |
| 3Y | +49.4% | -30.1% | +79.5% | +60.6% |
| 5Y | +33.8% | -20.7% | +54.5% | +35.5% |
| 10Y | +392.8% | +78.3% | +314.5% | +255.8% |
| All | +5,346.0% | +8,563.8% | -3,217.8% | +1,055.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling