-17.2%
TTWO vs FRMI
-93.1%
+75.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -10.6% | +17.7% | +7.4% |
| 7D | +7.0% | -39.7% | +46.7% | +8.4% |
| 30D | +2.7% | -55.2% | +57.8% | +5.0% |
| 3M | -13.0% | -71.2% | +58.1% | -9.8% |
| 6M | -7.2% | -64.1% | +56.9% | -5.3% |
| YTD | -18.4% | -77.2% | +58.8% | -15.5% |
| 1Y | -17.2% | -93.2% | +75.9% | -10.2% |
| All | -17.2% | -93.1% | +75.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling