-4.1%
TTWO vs FIVE
+62.4%
-66.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +6.0% | +2.7% | +3.4% | +5.8% |
| 30D | +13.2% | +12.7% | +0.5% | +12.4% |
| 3M | -5.8% | +2.1% | -7.9% | -6.2% |
| 6M | +0.4% | +17.5% | -17.1% | +0.1% |
| YTD | -11.0% | +31.0% | -42.0% | -12.2% |
| 1Y | -4.1% | +67.7% | -71.8% | -5.4% |
| All | -4.1% | +62.4% | -66.5% | -5.4% |
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