+2,081.8%
TTWO vs FIVE
+868.1%
+1,213.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.5% |
| 7D | -8.8% | +4.3% | -13.1% | -9.4% |
| 30D | -8.6% | +12.5% | -21.1% | -10.4% |
| 3M | -0.9% | +31.2% | -32.1% | -5.3% |
| 6M | -0.5% | +14.4% | -14.9% | -3.4% |
| YTD | -16.1% | +33.9% | -50.0% | -20.7% |
| 1Y | -10.8% | +65.1% | -75.8% | -18.7% |
| 3Y | +51.4% | +49.0% | +2.4% | +34.5% |
| 5Y | +33.7% | +30.3% | +3.4% | +18.7% |
| 10Y | +380.3% | +481.1% | -100.8% | +219.5% |
| All | +2,081.8% | +868.1% | +1,213.7% | +1,072.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling