+49.2%
TTWO vs FITB
+129.2%
-80.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.7% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | -13.4% | -5.5% | -7.9% | -12.7% |
| 3M | +3.1% | +4.1% | -1.0% | +2.5% |
| 6M | +3.8% | +18.7% | -15.0% | +1.0% |
| YTD | -15.3% | +18.2% | -33.4% | -17.7% |
| 1Y | -11.1% | +23.7% | -34.8% | -14.5% |
| All | +49.2% | +129.2% | -80.0% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling