+4,671.2%
TTWO vs FE
+561.4%
+4,109.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -8.8% | +1.9% | -10.7% | -9.3% |
| 30D | -8.6% | -1.2% | -7.4% | -8.3% |
| 3M | -0.9% | +3.5% | -4.4% | -2.0% |
| 6M | -0.5% | -6.1% | +5.6% | +0.9% |
| YTD | -16.1% | +7.6% | -23.8% | -18.2% |
| 1Y | -10.8% | +11.9% | -22.7% | -14.0% |
| 3Y | +51.4% | +48.4% | +2.9% | +33.0% |
| 5Y | +33.7% | +44.8% | -11.1% | +17.1% |
| 10Y | +380.3% | +115.9% | +264.4% | +255.6% |
| All | +4,671.2% | +561.4% | +4,109.7% | +4,113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling