+378.6%
TTWO vs FN
+772.0%
-393.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.8% | +13.1% | +9.0% |
| 7D | +15.2% | -4.1% | +19.3% | +15.2% |
| 30D | +5.2% | -28.3% | +33.6% | +9.4% |
| 3M | -11.4% | -33.9% | +22.5% | -7.6% |
| 6M | +1.9% | -43.9% | +45.8% | +7.4% |
| YTD | -12.3% | -23.4% | +11.2% | -14.8% |
| 1Y | -4.0% | -25.4% | +21.4% | -6.9% |
| 3Y | +51.9% | +107.9% | -56.0% | +10.7% |
| 5Y | +22.9% | +195.1% | -172.2% | -21.4% |
| 10Y | +378.6% | +794.1% | -415.5% | +118.5% |
| All | +378.6% | +772.0% | -393.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling