+2,250.7%
TTWO vs FN
+3,270.0%
-1,019.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +2.1% |
| 7D | +10.7% | +8.0% | +2.7% | +8.9% |
| 30D | +10.8% | -19.1% | +29.9% | +13.1% |
| 3M | -7.7% | -29.8% | +22.2% | -4.5% |
| 6M | +4.4% | -43.2% | +47.6% | +9.9% |
| YTD | -9.7% | -18.9% | +9.3% | -12.5% |
| 1Y | -3.9% | -17.9% | +14.0% | -7.6% |
| 3Y | +56.4% | +120.1% | -63.7% | +18.5% |
| 5Y | +24.6% | +206.7% | -182.1% | -14.2% |
| 10Y | +382.4% | +804.7% | -422.3% | +159.4% |
| All | +2,250.7% | +3,270.0% | -1,019.2% | +913.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling