+48.2%
TTWO vs FTV
-5.2%
+53.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.4% | -4.0% | +4.3% | +1.3% |
| 30D | -11.3% | -11.0% | -0.3% | -8.8% |
| 3M | +1.6% | -8.4% | +10.0% | +3.7% |
| 6M | +2.1% | -2.6% | +4.6% | +2.3% |
| YTD | -15.8% | -0.6% | -15.2% | -16.0% |
| 1Y | -12.6% | +11.0% | -23.6% | -15.9% |
| 3Y | +48.2% | -6.3% | +54.6% | +50.2% |
| All | +48.2% | -5.2% | +53.4% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling