-3.9%
TTWO vs FGI
+50.2%
-54.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +3.0% |
| 7D | +10.7% | +6.9% | +3.9% | +10.7% |
| 30D | +10.8% | +3.9% | +6.8% | +10.8% |
| 3M | -7.7% | +74.3% | -81.9% | -7.3% |
| 6M | +4.4% | +28.9% | -24.5% | +4.9% |
| YTD | -9.7% | +39.1% | -48.8% | -8.9% |
| 1Y | -3.9% | +49.3% | -53.2% | -3.9% |
| All | -3.9% | +50.2% | -54.1% | -3.9% |
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