+40.9%
TTWO vs FIVE
+30.6%
+10.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 6M | +3.8% | +9.2% | -5.4% | +1.7% |
| YTD | -15.3% | +28.1% | -43.4% | -19.0% |
| 1Y | -11.1% | +65.3% | -76.4% | -18.5% |
| 3Y | +52.0% | +49.4% | +2.6% | +37.8% |
| 5Y | +40.9% | +29.5% | +11.4% | +30.6% |
| All | +40.9% | +30.6% | +10.3% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling