+51.8%
TTWO vs FFIV
+95.4%
-43.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.9% |
| 7D | +6.0% | -0.5% | +6.6% | +6.1% |
| 30D | +13.2% | -32.4% | +45.6% | +21.7% |
| 3M | -5.8% | -25.7% | +19.9% | -1.1% |
| 6M | +0.4% | -13.5% | +13.9% | +0.7% |
| YTD | -11.0% | +21.1% | -32.1% | -18.6% |
| 1Y | -4.1% | +29.4% | -33.5% | -13.7% |
| 3Y | +51.8% | +94.9% | -43.1% | +26.2% |
| All | +51.8% | +95.4% | -43.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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