-12.6%
TTWO vs FIVE
+66.5%
-79.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | -11.3% | +2.7% | -14.0% | -11.5% |
| 3M | +1.6% | +21.1% | -19.5% | +1.0% |
| 6M | +2.1% | +11.9% | -9.8% | +1.7% |
| YTD | -15.8% | +29.9% | -45.7% | -17.3% |
| 1Y | -12.6% | +67.8% | -80.4% | -16.4% |
| All | -12.6% | +66.5% | -79.1% | -16.4% |
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