+455.2%
TTWO vs FTV
+87.0%
+368.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -16.7% | -9.5% | -7.2% | -14.0% |
| 3M | -0.4% | -10.9% | +10.5% | +3.1% |
| 6M | -1.6% | -0.6% | -1.0% | -1.9% |
| YTD | -17.5% | +1.4% | -19.0% | -18.7% |
| 1Y | -14.8% | +17.6% | -32.5% | -20.4% |
| 3Y | +47.9% | -3.3% | +51.1% | +45.6% |
| 5Y | +34.5% | -0.1% | +34.6% | +28.6% |
| 10Y | +394.0% | +82.5% | +311.5% | +298.4% |
| All | +455.2% | +87.0% | +368.2% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling