+40.9%
TTWO vs FDX
+62.9%
-21.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.6% |
| 7D | +1.3% | -3.9% | +5.2% | +2.1% |
| 30D | -13.4% | -3.3% | -10.1% | -12.9% |
| 3M | +3.1% | -2.0% | +5.1% | +3.2% |
| 6M | +3.8% | +8.0% | -4.3% | +1.2% |
| YTD | -15.3% | +35.0% | -50.3% | -21.7% |
| 1Y | -11.1% | +73.7% | -84.8% | -22.9% |
| 3Y | +52.0% | +61.6% | -9.6% | +29.5% |
| 5Y | +40.9% | +65.4% | -24.4% | +16.3% |
| All | +40.9% | +62.9% | -21.9% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling