+40.9%
TTWO vs FOXA
+93.7%
-52.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -11.3% | +5.0% | -16.4% | -12.5% |
| 3M | +1.6% | -3.0% | +4.6% | +1.7% |
| 6M | +2.1% | +14.8% | -12.7% | -3.4% |
| YTD | -15.8% | -8.9% | -6.9% | -14.5% |
| 1Y | -12.6% | +13.3% | -25.9% | -17.2% |
| 3Y | +48.2% | +115.4% | -67.2% | +11.5% |
| All | +40.9% | +93.7% | -52.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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