-17.2%
TTWO vs FIGR
-41.8%
+24.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.2% | +3.0% | +6.9% |
| 7D | +7.0% | -1.3% | +8.3% | +7.0% |
| 30D | +2.7% | -17.6% | +20.3% | +3.5% |
| 3M | -13.0% | -16.7% | +3.7% | -12.8% |
| 6M | -7.2% | -36.1% | +28.9% | -6.0% |
| YTD | -18.4% | -43.6% | +25.2% | -16.5% |
| 1Y | -17.2% | -39.8% | +22.6% | -15.2% |
| All | -17.2% | -41.8% | +24.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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