+50.9%
TTWO vs FN
+166.1%
-115.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | 0.0% |
| 7D | -8.8% | -1.7% | -7.1% | -8.7% |
| 30D | -8.6% | -22.0% | +13.4% | -7.4% |
| 3M | -0.9% | -43.0% | +42.1% | +2.6% |
| 6M | -0.5% | -27.7% | +27.2% | 0.0% |
| YTD | -16.1% | -10.5% | -5.6% | -18.2% |
| 1Y | -10.8% | +12.5% | -23.3% | -15.8% |
| All | +50.9% | +166.1% | -115.2% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling