+40.9%
TTWO vs FHN
+87.1%
-46.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +0.4% | -1.9% | +2.2% | +0.6% |
| 30D | -11.3% | -5.4% | -5.9% | -10.8% |
| 3M | +1.6% | -1.4% | +3.0% | +1.7% |
| 6M | +2.1% | +9.9% | -7.8% | +0.9% |
| YTD | -15.8% | +3.9% | -19.7% | -16.4% |
| 1Y | -12.6% | +10.6% | -23.2% | -13.8% |
| 3Y | +48.2% | +130.7% | -82.5% | +36.4% |
| All | +40.9% | +87.1% | -46.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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