+394.9%
TTWO vs FTV
+80.7%
+314.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.4% | -4.0% | +4.3% | +1.6% |
| 30D | -11.3% | -11.0% | -0.3% | -8.0% |
| 3M | +1.6% | -8.4% | +10.0% | +4.3% |
| 6M | +2.1% | -2.6% | +4.6% | +2.4% |
| YTD | -15.8% | -0.6% | -15.2% | -16.5% |
| 1Y | -12.6% | +11.0% | -23.6% | -16.7% |
| 3Y | +48.2% | -6.3% | +54.6% | +47.4% |
| 5Y | +40.0% | -1.5% | +41.5% | +34.4% |
| All | +394.9% | +80.7% | +314.2% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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