+5,346.0%
TTWO vs FDX
+1,805.6%
+3,540.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.2% |
| 7D | -1.6% | -3.3% | +1.7% | -0.5% |
| 30D | -13.5% | -1.4% | -12.1% | -13.2% |
| 3M | +0.3% | -4.5% | +4.9% | +1.4% |
| 6M | +0.8% | +9.4% | -8.6% | -3.2% |
| YTD | -16.7% | +36.0% | -52.7% | -25.9% |
| 1Y | -14.3% | +75.5% | -89.8% | -30.1% |
| 3Y | +49.4% | +62.8% | -13.4% | +20.0% |
| 5Y | +33.8% | +64.4% | -30.6% | +4.0% |
| 10Y | +392.8% | +175.5% | +217.3% | +193.7% |
| All | +5,346.0% | +1,805.6% | +3,540.5% | +1,930.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling