+34.9%
TTWO vs FN
+289.0%
-254.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | 0.0% |
| 7D | -8.8% | -1.7% | -7.1% | -8.6% |
| 30D | -8.6% | -22.0% | +13.4% | -6.8% |
| 3M | -0.9% | -43.0% | +42.1% | +4.0% |
| 6M | -0.5% | -27.7% | +27.2% | +0.3% |
| YTD | -16.1% | -10.5% | -5.6% | -18.5% |
| 1Y | -10.8% | +12.5% | -23.3% | -16.6% |
| 3Y | +51.4% | +153.8% | -102.4% | +17.5% |
| All | +34.9% | +289.0% | -254.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling