-10.8%
TTWO vs FGI
+81.8%
-92.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | +0.3% |
| 7D | -8.8% | +0.5% | -9.3% | -8.8% |
| 30D | -8.6% | +65.4% | -74.0% | -8.4% |
| 3M | -0.9% | +23.5% | -24.4% | -0.7% |
| 6M | -0.5% | +60.5% | -61.0% | -0.5% |
| YTD | -16.1% | +30.0% | -46.1% | -16.0% |
| 1Y | -10.8% | +82.1% | -92.9% | -10.5% |
| All | -10.8% | +81.8% | -92.6% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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