+394.0%
TTWO vs FN
+890.7%
-496.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.3% | +5.8% | -8.1% | -3.2% |
| 30D | -16.7% | -20.6% | +3.9% | -14.2% |
| 3M | -0.4% | -28.6% | +28.2% | +3.3% |
| 6M | -1.6% | -20.7% | +19.1% | -1.8% |
| YTD | -17.5% | -8.1% | -9.4% | -20.9% |
| 1Y | -14.8% | +13.3% | -28.1% | -22.4% |
| 3Y | +47.9% | +175.7% | -127.8% | +3.4% |
| 5Y | +34.5% | +297.4% | -262.9% | -18.4% |
| 10Y | +394.0% | +950.9% | -556.9% | +118.2% |
| All | +394.0% | +890.7% | -496.7% | +118.2% |
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