+28.3%
TTWO vs FE
+47.0%
-18.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +13.2% | +4.5% | +8.7% | +12.5% |
| 3M | -5.8% | +1.3% | -7.2% | -6.0% |
| 6M | +0.4% | +8.7% | -8.3% | -0.9% |
| YTD | -11.0% | +9.2% | -20.2% | -12.5% |
| 1Y | -4.1% | +7.0% | -11.1% | -5.4% |
| 3Y | +51.8% | +51.4% | +0.4% | +38.8% |
| All | +28.3% | +47.0% | -18.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling