-10.8%
TTWO vs FIVE
+66.7%
-77.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.1% |
| 7D | -8.8% | +4.3% | -13.1% | -8.9% |
| 30D | -8.6% | +12.5% | -21.1% | -9.0% |
| 3M | -0.9% | +31.2% | -32.1% | -1.8% |
| 6M | -0.5% | +14.4% | -14.9% | -0.7% |
| YTD | -16.1% | +33.9% | -50.0% | -17.3% |
| 1Y | -10.8% | +65.1% | -75.8% | -13.7% |
| All | -10.8% | +66.7% | -77.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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