-15.6%
TTWO vs FRMI
-78.1%
+62.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +0.4% | +7.4% | -7.1% | +0.1% |
| 30D | -11.3% | -27.6% | +16.3% | -10.4% |
| 3M | +1.6% | -20.9% | +22.5% | +1.9% |
| 6M | +2.1% | -36.6% | +38.7% | +2.5% |
| YTD | -15.8% | -31.3% | +15.4% | -15.7% |
| All | -15.6% | -78.1% | +62.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling