+398.3%
TTWO vs FIVE
+483.6%
-85.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.1% | +3.1% |
| 7D | +1.3% | +0.6% | +0.8% | +1.2% |
| 30D | -13.4% | +3.0% | -16.4% | -13.9% |
| 3M | +3.1% | +23.2% | -20.1% | -0.6% |
| 6M | +3.8% | +9.2% | -5.4% | +1.4% |
| YTD | -15.3% | +28.1% | -43.4% | -19.4% |
| 1Y | -11.1% | +65.3% | -76.4% | -19.1% |
| 3Y | +52.0% | +49.4% | +2.6% | +34.7% |
| 5Y | +40.9% | +29.5% | +11.4% | +25.2% |
| All | +398.3% | +483.6% | -85.3% | +271.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling