-10.8%
TTWO vs FTI
+108.8%
-119.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | -8.8% | +5.3% | -14.1% | -8.5% |
| 30D | -8.6% | +15.3% | -23.9% | -7.8% |
| 3M | -0.9% | +15.8% | -16.7% | -0.4% |
| 6M | -0.5% | +22.6% | -23.1% | -0.4% |
| YTD | -16.1% | +79.5% | -95.7% | -15.1% |
| 1Y | -10.8% | +102.0% | -112.8% | -9.0% |
| All | -10.8% | +108.8% | -119.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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