+1,453.2%
TTWO vs FIS
+346.5%
+1,106.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +1.7% |
| 7D | -1.6% | -3.5% | +1.9% | -0.3% |
| 30D | -13.5% | -7.8% | -5.6% | -10.8% |
| 3M | +0.3% | +0.8% | -0.5% | -0.6% |
| 6M | +0.8% | -21.9% | +22.7% | +10.1% |
| YTD | -16.7% | -39.5% | +22.8% | +0.5% |
| 1Y | -14.3% | -41.0% | +26.7% | +4.1% |
| 3Y | +49.4% | -23.6% | +73.0% | +58.8% |
| 5Y | +33.8% | -65.6% | +99.4% | +87.5% |
| 10Y | +392.8% | -40.2% | +433.0% | +424.2% |
| All | +1,453.2% | +346.5% | +1,106.6% | +610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling