+394.9%
TTWO vs FTI
+305.3%
+89.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +0.4% | -4.4% | +4.7% | +0.7% |
| 30D | -11.3% | +1.5% | -12.8% | -11.5% |
| 3M | +1.6% | +8.2% | -6.6% | +0.7% |
| 6M | +2.1% | +18.8% | -16.8% | +0.3% |
| YTD | -15.8% | +71.7% | -87.5% | -20.0% |
| 1Y | -12.6% | +90.0% | -102.7% | -17.7% |
| 3Y | +48.2% | +270.5% | -222.3% | +30.9% |
| 5Y | +40.0% | +1,084.5% | -1,044.6% | +12.5% |
| All | +394.9% | +305.3% | +89.6% | +353.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling