+48.2%
TTWO vs FTAI
+424.1%
-375.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.9% |
| 7D | +0.4% | -5.2% | +5.6% | +0.7% |
| 30D | -11.3% | -17.9% | +6.6% | -10.2% |
| 3M | +1.6% | -22.7% | +24.3% | +3.0% |
| 6M | +2.1% | -28.0% | +30.1% | +3.5% |
| YTD | -15.8% | -5.0% | -10.9% | -16.9% |
| 1Y | -12.6% | +10.4% | -23.0% | -15.1% |
| 3Y | +48.2% | +425.2% | -377.0% | +24.2% |
| All | +48.2% | +424.1% | -375.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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