-17.2%
TTWO vs FDX
+65.6%
-82.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.6% | +7.2% |
| 7D | +7.0% | +8.1% | -1.2% | +7.3% |
| 30D | +2.7% | +13.9% | -11.3% | +3.3% |
| 3M | -13.0% | +5.5% | -18.6% | -12.9% |
| 6M | -7.2% | +15.1% | -22.4% | -5.5% |
| YTD | -18.4% | +43.2% | -61.6% | -16.8% |
| 1Y | -17.2% | +65.0% | -82.3% | -16.6% |
| All | -17.2% | +65.6% | -82.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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