+394.9%
TTWO vs FITB
+290.8%
+104.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | -11.3% | -5.7% | -5.7% | -10.6% |
| 3M | +1.6% | +3.2% | -1.6% | +1.1% |
| 6M | +2.1% | +23.4% | -21.3% | -0.9% |
| YTD | -15.8% | +18.8% | -34.6% | -18.0% |
| 1Y | -12.6% | +25.0% | -37.6% | -15.6% |
| 3Y | +48.2% | +131.2% | -83.0% | +30.8% |
| 5Y | +40.0% | +70.7% | -30.7% | +27.0% |
| All | +394.9% | +290.8% | +104.1% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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