+59.9%
TTWO vs FN
+101.0%
-41.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | +0.1% |
| 7D | +13.0% | 0.0% | +13.0% | +12.7% |
| 30D | +5.3% | -34.3% | +39.6% | +7.5% |
| 3M | -7.6% | -39.9% | +32.3% | -5.4% |
| 6M | -3.2% | -51.8% | +48.6% | +0.2% |
| YTD | -16.1% | -28.1% | +12.1% | -17.4% |
| 1Y | -14.9% | -29.1% | +14.2% | -16.4% |
| 3Y | +59.9% | +102.4% | -42.5% | +35.7% |
| All | +59.9% | +101.0% | -41.1% | +35.7% |
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