+34.9%
TTWO vs FICO
+99.8%
-64.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +16.9% | +3.4% |
| 7D | -8.8% | -19.2% | +10.4% | -5.3% |
| 30D | -8.6% | -14.6% | +6.0% | -6.4% |
| 3M | -0.9% | -20.1% | +19.2% | +2.0% |
| 6M | -0.5% | -36.3% | +35.8% | +6.6% |
| YTD | -16.1% | -44.9% | +28.7% | -7.5% |
| 1Y | -10.8% | -38.6% | +27.8% | -5.0% |
| 3Y | +51.4% | +4.0% | +47.4% | +33.9% |
| All | +34.9% | +99.8% | -64.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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