+394.9%
TTWO vs FIS
-39.8%
+434.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +0.4% | -7.9% | +8.3% | +3.3% |
| 30D | -11.3% | -8.0% | -3.4% | -8.8% |
| 3M | +1.6% | +0.6% | +1.0% | +0.8% |
| 6M | +2.1% | -22.2% | +24.3% | +10.8% |
| YTD | -15.8% | -40.8% | +24.9% | +0.5% |
| 1Y | -12.6% | -41.5% | +28.9% | +4.6% |
| 3Y | +48.2% | -25.5% | +73.7% | +57.3% |
| 5Y | +40.0% | -64.8% | +104.7% | +94.4% |
| All | +394.9% | -39.8% | +434.6% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling