+1,429.4%
TTWO vs FTI
+2,107.5%
-678.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.3% | -2.3% | 0.0% | -1.8% |
| 30D | -16.7% | +5.0% | -21.8% | -17.7% |
| 3M | -0.4% | +13.8% | -14.3% | -3.6% |
| 6M | -1.6% | +22.9% | -24.5% | -6.7% |
| YTD | -17.5% | +75.0% | -92.5% | -27.7% |
| 1Y | -14.8% | +96.9% | -111.7% | -27.5% |
| 3Y | +47.9% | +276.7% | -228.8% | +6.5% |
| 5Y | +34.5% | +1,157.0% | -1,122.6% | -29.8% |
| 10Y | +394.0% | +310.7% | +83.3% | +188.0% |
| All | +1,429.4% | +2,107.5% | -678.2% | +276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling