+2,206.4%
TTWO vs FIVE
+848.8%
+1,357.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | +6.4% | +2.4% | +3.9% | +5.9% |
| 30D | +13.3% | +15.8% | -2.6% | +10.6% |
| 3M | -6.6% | +3.8% | -10.4% | -7.4% |
| 6M | +0.4% | +18.5% | -18.1% | -2.9% |
| YTD | -11.4% | +31.2% | -42.6% | -16.0% |
| 1Y | -5.6% | +61.8% | -67.4% | -13.5% |
| 3Y | +53.5% | +39.9% | +13.6% | +37.7% |
| 5Y | +20.8% | +18.3% | +2.5% | +9.0% |
| 10Y | +373.3% | +510.0% | -136.7% | +212.6% |
| All | +2,206.4% | +848.8% | +1,357.6% | +1,141.9% |
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