+390.0%
TTWO vs FN
+700.1%
-310.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.4% |
| 7D | +6.0% | +0.3% | +5.8% | +5.7% |
| 30D | +13.2% | -16.5% | +29.7% | +15.0% |
| 3M | -5.8% | -42.1% | +36.3% | +0.3% |
| 6M | +0.4% | -52.9% | +53.2% | +8.9% |
| YTD | -11.0% | -28.0% | +16.9% | -12.9% |
| 1Y | -4.1% | -18.5% | +14.4% | -8.8% |
| 3Y | +51.8% | +93.9% | -42.1% | +11.7% |
| 5Y | +21.3% | +170.5% | -149.2% | -21.3% |
| All | +390.0% | +700.1% | -310.1% | +130.5% |
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