-14.8%
TTWO vs FN
+12.8%
-27.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.3% | +5.8% | -8.1% | -2.4% |
| 30D | -16.7% | -20.6% | +3.9% | -16.7% |
| 3M | -0.4% | -28.6% | +28.2% | -0.2% |
| 6M | -1.6% | -20.7% | +19.1% | -2.3% |
| YTD | -17.5% | -8.1% | -9.4% | -19.9% |
| 1Y | -14.8% | +13.3% | -28.1% | -19.8% |
| All | -14.8% | +12.8% | -27.6% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling