-17.2%
TTWO vs FTI
+57.1%
-74.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.4% | +10.5% | +6.6% |
| 7D | +7.0% | -9.7% | +16.6% | +5.6% |
| 30D | +2.7% | -8.2% | +10.9% | +1.7% |
| 3M | -13.0% | -7.8% | -5.2% | -14.0% |
| 6M | -7.2% | -13.4% | +6.2% | -8.7% |
| YTD | -18.4% | +45.1% | -63.5% | -19.5% |
| 1Y | -17.2% | +54.6% | -71.8% | -19.5% |
| All | -17.2% | +57.1% | -74.3% | -19.5% |
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