+49.4%
TTWO vs FE
+48.5%
+0.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -13.5% | -2.1% | -11.3% | -13.4% |
| 3M | +0.3% | +2.6% | -2.3% | +0.3% |
| 6M | +0.8% | -6.8% | +7.6% | +1.0% |
| YTD | -16.7% | +6.9% | -23.6% | -17.1% |
| 1Y | -14.3% | +11.6% | -25.8% | -14.9% |
| 3Y | +49.4% | +47.7% | +1.7% | +46.4% |
| All | +49.4% | +48.5% | +0.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling