-12.6%
TTWO vs FTI
+89.7%
-102.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.6% |
| 7D | +0.4% | -4.4% | +4.7% | +0.1% |
| 30D | -11.3% | +1.5% | -12.8% | -11.2% |
| 3M | +1.6% | +8.2% | -6.6% | +1.8% |
| 6M | +2.1% | +18.8% | -16.8% | +1.7% |
| YTD | -15.8% | +71.7% | -87.5% | -15.4% |
| 1Y | -12.6% | +90.0% | -102.7% | -10.7% |
| All | -12.6% | +89.7% | -102.3% | -10.7% |
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