-10.8%
TTWO vs FE
+11.4%
-22.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.2% |
| 7D | -8.8% | +1.9% | -10.7% | -8.6% |
| 30D | -8.6% | -1.2% | -7.4% | -8.7% |
| 3M | -0.9% | +3.5% | -4.4% | -0.5% |
| 6M | -0.5% | -6.1% | +5.6% | -1.4% |
| YTD | -16.1% | +7.6% | -23.8% | -15.9% |
| 1Y | -10.8% | +11.9% | -22.7% | -13.2% |
| All | -10.8% | +11.4% | -22.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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